ARFIMAfpm-class: class: ARFIMA Forecast Performance Measures

Description Slots Extends Methods Author(s)

Description

Class for the ARFIMA Forecast Performance Measures.

Slots

seriesfpm:

Object of class "vector"

forecasts:

Object of class "vector"

realized:

Object of class "vector"

details:

Object of class "vector"

Extends

Class "GARCHtests", directly. Class "rGARCH", by class "GARCHtests", distance 2.

Methods

as.data.frame

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)

show

signature(object = "ARFIMAfpm"): Summary method.

Author(s)

Alexios Ghalanos


rgarch documentation built on May 2, 2019, 5:22 p.m.