fMoments-class: Class '"fMoments"'

In rmgarch: Multivariate GARCH Models

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 Galanos

Examples

showClass("fMoments")

rmgarch documentation built on Feb. 5, 2022, 1:07 a.m.