Description Slots Extends Methods Note Author(s)
Class for the ARFIMA Path simulation.
path
:Object of class "vector"
seed
:Object of class "integer"
Class "ARFIMA"
, directly.
Class "rGARCH"
, by class "ARFIMA", distance 2.
signature(x = "ARFIMApath")
:
Extracts the simulated path values (see note).
signature(object = "ARFIMApath")
: path simulation summary.
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
.
Alexios Ghalanos
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