Description Objects from the Class Slots Methods Author(s)
Class for the univariate ACD Multiple filter.
Objects can be created by calls of the function multifilter
.
filter
:Object of class "vector"
desc
:Object of class "vector"
signature(object = "ACDmultifilter")
:
coefficient extraction.
signature(object = "ACDmultifilter")
:
estimation convergence indicator.
signature(object = "ACDmultifilter")
:
conditional mean dynamics xts matrix.
signature(object = "ACDmultifilter")
:
conditional log-likelihood at the optimal (vector).
signature(object = "ACDmultifilter")
:
residuals xts matrix.
signature(object = "ACDmultifilter")
:
conditional shape dynamics xts matrix, with optional argument
‘transformed’ on whether to returned the transformed
dynamics (default: TRUE).
signature(object = "ACDmultifilter")
:
conditional volatility xts matrix.
signature(object = "ACDmultifilter")
:
conditional skew dynamics xts matrix, with optional argument
‘transformed’ on whether to returned the transformed
dynamics (default: TRUE)
Alexios Ghalanos
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