forecasting-model-methods: Prediction Methods for Package's Models

In fEGarch: SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

Prediction Methods for Package's Models

Description

Produces forecasts of the conditional standard deviation (and of the conditional mean) following package's models. These methods are not being exported and are used internally only.

Usage

## S4 method for signature 'fEGarch_fit_egarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)

## S4 method for signature 'fEGarch_fit_loggarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)

## S4 method for signature 'fEGarch_fit_aparch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)

## S4 method for signature 'fEGarch_fit_fiaparch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)

## S4 method for signature 'fEGarch_fit_gjrgarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)

## S4 method for signature 'fEGarch_fit_figjrgarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)

## S4 method for signature 'fEGarch_fit_tgarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)

## S4 method for signature 'fEGarch_fit_fitgarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)

## S4 method for signature 'fEGarch_fit_garch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)

## S4 method for signature 'fEGarch_fit_figarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)

## S4 method for signature 'fEGarch_fit'
predict_internal(object, n.ahead = 10, trunc = NULL, ...)

Arguments

object	these methods are not being exported.
n.ahead	these methods are not being exported.
trunc	these methods are not being exported.
...	these methods are not being exported.

Value

They return lists with two numeric vectors as elements named sigt and cmeans.

fEGarch documentation built on Sept. 11, 2025, 5:11 p.m.