Gosum-class: Class "Gosum": Summary object of GO-GARCH model

In gogarch: Generalized Orthogonal GARCH (GO-GARCH) Models

Class "Gosum": Summary object of GO-GARCH model

Description

The formal summary class of GoGARCH objects or objects that extend this class.

Objects from the Class

Objects can be created by calls of the form new("Gosum", ...) or are set by the summary-method.

Slots

name:

character: the name of the original data object.

method:

character: the estimation method.

model:

formula: The GARCH model formula for the component GARCH models.

garchc:

list: The elements are matcoef matrices generated by garchFit for the components.

Zinv:

matrix: The inverse of the linear map X = Y Z.

Methods

show

show-method for objects of class Gosum.

Author(s)

Bernhard Pfaff

See Also

GoGARCH, Goestml

gogarch documentation built on April 28, 2022, 3 p.m.