Description Usage Arguments Value Author(s)
Method for simulation from a fitted GO-GARCH model.
1 2 3 |
fit |
A GO-GARCH fit object of class |
n.sim |
The simulation horizon. |
n.start |
The burn-in sample. |
m.sim |
The number of simulations. |
startMethod |
Starting values for the simulation. Valid methods are “unconditional” for the expected values given the density, and “sample” for the ending values of the actual data from the fit object. |
prereturns |
Allows the starting return data to be provided by the user. |
mexsimdata |
A list of matrices with the simulated lagged external variables (if any). The list should be of size m.sim and the matrices each have n.sim + n.start rows. |
rseed |
Optional seeding value(s) for the random number generator. |
parallel |
Whether to make use of parallel processing on multicore systems. |
parallel.control |
The parallel control options including the type of package for performing the parallel calculations (‘multicore’ for non-windows O/S and ‘snowfall’ for all O/S), and the number of cores to make use of. |
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A goGARCHsim
object containing details of the GO-GARCH simulation.
Alexios Ghalanos
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