ARFIMAmultiforecast-class: class: ARFIMA Multiple Forecast Class
In rugarch: Univariate GARCH Models
ARFIMAmultiforecast-class R Documentation
class: ARFIMA Multiple Forecast Class
Description
Class for the ARFIMA Multiple forecast.
Slots
forecast:Object of class "vector"
desc:Object of class "vector"
Extends
Class "ARFIMA", directly.
Class "rGARCH", by class "ARFIMA", distance 2.
Methods
- fitted
signature(x = "ARFIMAmultiforecast"):
Extracts the conditional mean forecast from the object, and returns an
array of the n.ahead by (n.roll+1) by n.assets.
- show
signature(object = "ARFIMAmultiforecast"): forecast summary.
Author(s)
Alexios Ghalanos
rugarch documentation built on Sept. 20, 2023, 9:07 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| ARFIMAmultiforecast-class | R Documentation |
class: ARFIMA Multiple Forecast Class
Description
Class for the ARFIMA Multiple forecast.
Slots
forecast:Object of class
"vector"desc:Object of class
"vector"
Extends
Class "ARFIMA", directly.
Class "rGARCH", by class "ARFIMA", distance 2.
Methods
- fitted
signature(x = "ARFIMAmultiforecast"): Extracts the conditional mean forecast from the object, and returns an array of the n.ahead by (n.roll+1) by n.assets.- show
signature(object = "ARFIMAmultiforecast"): forecast summary.
Author(s)
Alexios Ghalanos
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.