ARFIMAmultifilter-class: class: ARFIMA Multiple Filter Class

In rgarch: Flexible GARCH modelling in R

Description

Class for the ARFIMA Multiple filter.

Slots

filter:

Object of class "vector"

model:

Object of class "vector"

Extends

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

Methods

fitted

signature(object = "ARFIMAmultifilter"): extracts the fitted values.

residuals

signature(object = "ARFIMAmultifilter"): extracts the residuals.

coef

signature(object = "ARFIMAmultifilter"): extracts the coefficients.

likelihood

signature(object = "ARFIMAmultifilter"): extracts the likelihood.

show

signature(object = "ARFIMAmultifilter"): filter summary.

Author(s)

Alexios Ghalanos

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