# class: ARFIMA Filter Class

### Description

Class for the ARFIMA filter.

### Slots

`filter`

:Object of class

`"vector"`

`model`

:Object of class

`"vector"`

### Extends

Class `"ARFIMA"`

, directly.
Class `"rGARCH"`

, by class "ARFIMA", distance 2.

### Methods

- coef
`signature(object = "ARFIMAfilter")`

: Extracts the coefficients.- fitted
`signature(object = "ARFIMAfilter")`

: Extracts the filtered values.- infocriteria
`signature(object = "ARFIMAfilter")`

: Calculates and returns various information criteria.- likelihood
`signature(object = "ARFIMAfilter")`

: Extracts the likelihood.- residuals
`signature(object = "ARFIMAfilter")`

: Extracts the residuals. Optional logical argument`standardize`

(default is FALSE) allows to extract the standardized residuals.- show
`signature(object = "ARFIMAfilter")`

: Filter summary.- uncmean
`signature(object = "ARFIMAfilter")`

: Calculates and returns the unconditional mean. Takes additional arguments ‘method’ with option for “analytical” or “simulation”, ‘n.sim’ for the number of simulations (if that method was chosen, and defaults to 100000) and ‘rseed’ for the simulation random generator initialization seed. Note that the simulation method is only available for a fitted object or specification with fixed parameters, and not for the filtered object.

### Author(s)

Alexios Ghalanos

### Examples

1 | ```
showClass("ARFIMAfilter")
``` |