Description Slots Extends Methods Author(s)
Class for the ARFIMA Forecast Performance Measures.
seriesfpm
:Object of class "vector"
forecasts
:Object of class "vector"
realized
:Object of class "vector"
details
:Object of class "vector"
Class "GARCHtests"
, directly.
Class "rGARCH"
, by class "GARCHtests", distance 2.
signature(x = "ARFIMAfpm")
: Option to extract the “medianloss”
or “meanloss” measures using the type
option or the “loss” for the actual
loss series. In the case of the “loss” series option, additional “rollframe” should
be supplied indicating the rolling frame to return (defaults to the first, i.e. the actual without
roll)
signature(object = "ARFIMAfpm")
: Summary method.
Alexios Ghalanos
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.