fMoments-class: Class '"fMoments"'

Description Objects from the Class Slots Methods Author(s) Examples

Description

Object returned from calling fmoments.

Objects from the Class

Objects can be created by calls of the form new("fMoments", ...).

Slots

moments:

Object of class "vector" A list with the (roll+1) n-ahead forecast moment matrices.

model:

Object of class "vector" A list with details of data generating process.

Methods

show

signature(object = "fMoments"): Summary method.

fitted

signature(object = "fMoments"): Conditional mean forecast matrix.

rcov

signature(object = "fMoments"): Conditional covariance forecast array.

rcoskew

signature(object = "fMoments"): Conditional third co-moment array.

rcokurt

signature(object = "fMoments"): Conditional fourth co-moment array.

Author(s)

Alexios Ghalanos

Examples

1
showClass("fMoments")

rmgarch documentation built on Sept. 13, 2019, 5:04 p.m.