ACDmultiforecast-class: class: Univariate ACD Multiple Forecast Class

In racd: Autoregressive Conditional Density Models

Description

Class for the univariate ACD Multiple forecast.

Objects from the Class

Objects can be created by calls of the function multiforecast.

Slots

forecast:

Object of class "vector"

desc:

Object of class "vector"

Methods

fitted

signature(object = "ACDmultiforecast"): conditional mean dynamics.

residuals

signature(object = "ACDmultiforecast"): residuals.

shape

signature(object = "ACDmultiforecast"): conditional shape dynamics, with optional argument ‘transformed’ on whether to returned the transformed dynamics (default: TRUE).

sigma

signature(object = "ACDmultiforecast"): conditional volatility.

skew

signature(object = "ACDmultiforecast"): conditional skew dynamics, with optional argument ‘transformed’ on whether to returned the transformed dynamics (default: TRUE)

Note

Depending on whether ‘n.roll>0’ was used (in which case ‘n.ahead=1’), this will either return a matrix or list of matrices.

Author(s)

Alexios Ghalanos

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