ACDmultiforecast-class: class: Univariate ACD Multiple Forecast Class

Description Objects from the Class Slots Methods Note Author(s)

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.