ARFIMApath-class: class: ARFIMA Path Simulation Class

In rgarch: Flexible GARCH modelling in R

Description

Class for the ARFIMA Path simulation.

Slots

path:

Object of class "vector"

seed:

Object of class "integer"

Extends

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

Methods

as.data.frame

signature(x = "ARFIMApath"): Extracts the simulated path values (see note).

show

signature(object = "ARFIMApath"): path simulation summary.

Note

The as.data.frame function takes optionally 1 additional arguments, namely which, indicating the type of simulation path series to extract. Valid values “series” for the simulated series and “residuals” for the simulated residuals. The dimension of the data.frame will be n.sim by m.sim.

Author(s)

Alexios Ghalanos

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