DCCroll-class: class: DCC Roll Class
In rmgarch: Multivariate GARCH Models

The class is returned by calling the function dccroll.

Class "mGARCHroll", directly. Class "GARCHroll", by class "mGARCHroll", distance 2. Class "rGARCH", by class "mGARCHroll", distance 3.

coef: signature(object = "DCCroll"): The coefficient array across the rolling estimations with a T+0 3rd dimension index label.
fitted: signature(object = "DCCroll"): The conditional mean forecast xts object (with the actual T+i forecast dates as index).
likelihood: signature(object = "DCCroll"): The log-likelihood across rolling estimations.
plot: signature(x = "DCCroll", y = "missing"): Plot method, given additional arguments ‘series’ and ‘which’.
rcor: signature(object = "DCCroll"): The forecast dynamic conditional correlation array, with the T+i forecast index in the 3rd dimension label. Optional argument ‘type’ determines whether to return “R” for the correlation else will the DCC Q matrix. A further argument ‘output’ allows to switch between “array” and “matrix” returned object.
rcov: signature(object = "DCCroll"): The forecast dynamic conditional covariance array, with the T+i forecast index in the 3rd dimension label. A further argument ‘output’ allows to switch between “array” and “matrix” returned object.
rshape: signature(object = "DCCroll"): The multivariate distribution shape parameter(s).
rskew: signature(object = "DCCroll"): The multivariate distribution skew parameter(s).
show: signature(object = "DCCroll"): Summary.
sigma: signature(object = "DCCroll"): The conditional sigma forecast xts object (with the actual T+i forecast dates as index).