ARFIMAspec-class: class: ARFIMA Specification Class

Description Slots Extends Methods Author(s)

Description

Class for the ARFIMA specification.

Slots

mean.model:

Object of class "vector"

distribution.model:

Object of class "vector"

optimization.model:

Object of class "vector"

Extends

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

Methods

show

signature(object = "ARFIMAspec"): spec summary.

Author(s)

Alexios Ghalanos


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