ARFIMAsim-class: class: ARFIMA Simulation Class
In rugarch: Univariate GARCH Models
ARFIMAsim-class R Documentation
class: ARFIMA Simulation Class
Description
Class for the ARFIMA simulation.
Slots
simulation: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 = "ARFIMAsim"): extracts the simulated values
as a matrix of dimension n.sim by m.sim.
- show
signature(object = "ARFIMAsim"): simulation summary.
Author(s)
Alexios Ghalanos
rugarch documentation built on Sept. 30, 2024, 9:30 a.m.
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| ARFIMAsim-class | R Documentation |
class: ARFIMA Simulation Class
Description
Class for the ARFIMA simulation.
Slots
simulation: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 = "ARFIMAsim"): extracts the simulated values as a matrix of dimension n.sim by m.sim.- show
signature(object = "ARFIMAsim"): simulation 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.
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