class: Univariate GARCH Multiple Forecast Class

Description

Class for the univariate GARCH Multiple forecast.

Objects from the Class

A virtual Class: No objects may be created from it.

Extends

Class GARCHforecast, directly. Class rGARCH, by class GARCHforecast, distance 3.

Methods

sigma

signature(x = "uGARCHmultiforecast"): extracts the n.ahead by (n.roll+1) by n.assets array of conditional sigma forecasts.

fitted

signature(x = "uGARCHforecast"): extracts the n.ahead by (n.roll+1) by n.assets array of conditional mean forecasts.

show

signature(object = "uGARCHforecast"): forecast summary.

Author(s)

Alexios Ghalanos

See Also

Classes uGARCHmultifilter, uGARCHmultifit and uGARCHmultispec.

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