Description Usage Arguments Value Author(s)
Method for simulation from a fitted GO-GARCH model.
| 1 2 3 | 
| object | A GO-GARCH fit object of class  | 
| n.sim | The simulation horizon. | 
| n.start | The burn-in sample. | 
| m.sim | The number of simulations. | 
| startMethod | Starting values for the simulation. Valid methods are “unconditional” for the expected values given the density, and “sample” for the ending values of the actual data from the fit object. | 
| prereturns | Allows the starting return data to be provided by the user. | 
| preresiduals | Allows the starting factor residuals to be provided by the user. | 
| presigma | Allows the starting conditional factor sigma to be provided by the user. | 
| mexsimdata | A list of matrices with the simulated lagged external variables (if any). The list should be of size m.sim and the matrices each have n.sim + n.start rows. | 
| rseed | Optional seeding value(s) for the random number generator. | 
| cluster |  A cluster object created by calling  | 
| ... | . | 
A goGARCHsim object containing details of the GO-GARCH
simulation.
Alexios Ghalanos
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