Description Slots Extends Methods Note Author(s)
Class for the ARFIMA forecast.
forecast
:Object of class "vector"
model
:Object of class "vector"
filter
:Object of class "vector"
Class "ARFIMAfilter"
, directly.
Class "ARFIMA"
, directly.
Class "rGARCH"
, by class "ARFIMA", distance 2.
signature(x = "ARFIMAforecast")
:
extracts the forecast array with matrix column dimensions equal to
the n.ahead value and row dimension 1 (series forecast), and
array dimension equal to the number of rolling forecasts chosen.
signature(x = "ARFIMAforecast")
:
extracts the forecasts. Takes many additional arguments (see note below).
signature(x = "ARFIMAforecast")
: extracts the forecast list
with all rollframes.
signature(object = "ARFIMAforecast")
:
forecast summary returning the 0-roll frame only.
There are 3 main extractor functions for the ARFIMA object which is admittedly the
most complex in the package as a result of allowing for rolling forecasts. The as.array
extracts an array object where each page of the array represents a roll. The as.list
method
works similarly returns instead a list object. There are no additional arguments to these
extractor functions and they will return all the forecasts. The as.data.frame
method
on the other hand provides for 4 additional arguments. The rollframe
option is for the
rolling frame to return (with 0 being the default no-roll) and allows either a valid numeric value
or alternatively the character value “all” for which additional options then come into play.
When “all” is chosen in the rollframe
argument, the data.frame returned may be time
aligned (logical option aligned
) in which case the logical option prepad
indicates
whether to pad the values prior to the forecast start time with actual values or NA (value FALSE
).
Finally, the type
option controls whether to return all forecasts (value 0, default), return only
those forecasts which have in sample equivalent data (value 1) or return only those values which are
truly forecasts without in sample data (value 2). Depending on the intended usage of the forecasts,
some or all these options may be useful to the user when extracting data from the forecast object.
Alexios Ghalanos
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