ARFIMApath-class: class: ARFIMA Path Simulation Class

In rugarch: Univariate GARCH Models

class: ARFIMA Path Simulation Class

Description

Class for the ARFIMA Path simulation.

Slots

path:

Object of class "vector"

model:

Object of class "vector"

seed:

Object of class "integer"

Extends

Class "ARFIMA", directly. Class "rGARCH", by class "ARFIMA", distance 2.

Methods

fitted

signature(x = "ARFIMApath"): Extracts the simulated path values as a matrix of dimension n.sim by m.sim.

show

signature(object = "ARFIMApath"): path simulation summary.

Author(s)

Alexios Ghalanos

rugarch documentation built on Sept. 30, 2024, 9:30 a.m.