Gopredict-class | R Documentation |
This class defines the slots for forecasts from a GO-GARCH model.
Objects can be created by calls of the form new("Gopredict",
...)
, or with the method predict
of formal class objects
GoGARCH
and Goestml
.
Hf
:Object of class "list"
: The forecasted
conditional covariances.
Xf
:Object of class "matrix"
: The transformed
forecasts of the component GARCH mean models.
CGARCHF
:Object of class "list"
: The original
forecasts of the component GARCH models.
Returns the forecasted conditional correlations.
Returns the forecasted conditional co-variances.
Returns the forecasted conditional variances.
show-method for objects of class Gopredict
.
In case more than 10 forecasts steps are computed, the
show
-method displays only the head
of the returned
objects. Furthermore, the show
-method displays the forecasted
conditional variances only. The forecasted conditional co-variances
and/or the forecasted conditional correlations can be retrieved with
the methods ccov
or ccor
, respectively.
Bernhard Pfaff
GoGARCH
, Goestml
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