Description Slots Extends Methods Note Author(s)
Class for the ARFIMA Parameter Distribution, objects of which are created by calling
function arfimadistribution
.
dist
:Object of class "vector"
Details of fitted parameters.
truecoef
:Object of class "matrix"
The actual coefficients.
spec
:Object of class "ARFIMAspec"
The original specification.
Class "ARFIMA"
, directly.
Class "rGARCH"
, by class "ARFIMA", distance 2.
signature(x = "ARFIMAdistribution")
: extracts various values from object (see note).
signature(object = "ARFIMAdistribution")
: parameter distribution summary.
The as.data.frame
function takes optionally 2 additional arguments, namely window
which
indicates the particular distribution window number for which data is required (is usually just 1 unless
the recursive option was used), and which
indicating the type of data required. Valid values
for the latter are “rmse” for the root mean squared error between simulation fit and actual parameters,
“stats” for various statistics computed for the simulations such as log likelihood, persistence,
unconditional variance and mean, “coef” for the estimated coefficients (i.e. the parameter distribution
and is the default choice), and “coefse” for the estimated robust standard errors of the
coefficients (i.e. the parameter standard error distribution).
Alexios Ghalanos
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.