class: ARFIMA Simulation Class

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Description

Class for the ARFIMA simulation.

Slots

simulation:

Object of class "vector"

model:

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 = "ARFIMAsim"): extracts the simulated values (see note).

show

signature(object = "ARFIMAsim"): simulation summary.

Note

The as.data.frame function takes optionally 1 additional arguments, namely which, indicating the type of simulation series to extract. Valid values are “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

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