summary.rumidas: Summary method for 'rumidas' class

In rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS

Summary method for 'rumidas' class

Description

Summary method for 'rumidas' class

Usage

## S3 method for class 'rumidas'
summary(object, ...)

Arguments

object	An object of class 'rumidas', that is the result of a call to ugmfit or umemfit.
...	Additional arguments affecting the summary produced.

Examples

r_t<-sp500['2003/2010']
real<-(rv5['2003/2010'])^0.5		# realized volatility
fit<-umemfit(model="MEM",skew="NO",x=real)
summary.rumidas(fit)

rumidas documentation built on April 4, 2025, 1:01 a.m.