Object holding the details of the ACD filter.

Objects can be created by calling the `acdfilter`

function.

`filter`

:Object of class

`"vector"`

filtered model.`model`

:Object of class

`"vector"`

model details.

Class `"rACD"`

, directly.

- coef
`signature(object = "ACDfilter")`

: estimated coefficients.- likelihood
`signature(object = "ACDfilter")`

: log-likelihood of the ACD model.- show
`signature(object = "ACDfilter")`

: summary method.- plot
`signature(x = "ACDfilter", y = "missing")`

: plots.- fitted
`signature(object = "ACDfilter")`

: conditional mean.- residuals
`signature(object = "ACDfilter")`

: model residuals (with logical option standardize set to FALSE as default).- sigma
`signature(object = "ACDfilter")`

: conditional sigma.- skew
`signature(object = "ACDfilter")`

: conditional skew. Takes optional argument ‘transform’ (default TRUE) which indicates whether to return the transformed value (logistic transformation).- shape
`signature(object = "ACDfilter")`

: conditional shape. Takes optional argument ‘transform’ (default TRUE) which indicates whether to return the transformed value (exponential transformation).- skewness
`signature(object = "ACDfilter")`

: conditional skewness.- kurtosis
`signature(object = "ACDfilter")`

: conditional excess kurtosis.- quantile
`signature(x = "ACDfilter")`

: the conditional quantiles given a vector of probabilities.- pit
`signature(x = "ACDfilter")`

: the probability integral transform of the data given the conditional density.

Alexios Ghalanos

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

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