ARFIMAmultifit-class: class: ARFIMA Multiple Fit Class

In rgarch: Flexible GARCH modelling in R

Description

Class for the ARFIMA Multiple fit.

Slots

fit:

Object of class "vector"

model:

Object of class "vector"

Extends

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

Methods

coef

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

likelihood

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

fitted

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

residuals

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

show

signature(object = "ARFIMAmultifit"): fit summary.

Author(s)

Alexios Ghalanos

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