ACDforecast-class: class: ACD Forecast Class

In racd: Autoregressive Conditional Density Models

Description

S4 class containing the forecast ACD object.

Objects from the Class

Objects can be created by calling the acdforecast function.

Slots

forecast:

Object of class "vector" forecast model.

model:

Object of class "vector" model details.

Methods

show

signature(object = "ACDforecast"): summary method.

fitted

signature(object = "ACDforecast"): conditional mean.

sigma

signature(object = "ACDforecast"): conditional sigma.

skew

signature(object = "ACDforecast"): conditional skew.

shape

signature(object = "ACDforecast"): conditional shape.

skewness

signature(object = "ACDforecast"): conditional skewness.

kurtosis

signature(object = "ACDforecast"): conditional excess kurtosis.

Author(s)

Alexios Ghalanos

racd documentation built on May 2, 2019, 4:47 p.m.