Description Usage Arguments Value Author(s) Examples
Method for creating a univariate multiple GARCH or ARFIMA specification object prior to fitting.
1 | multispec( speclist )
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speclist |
A list with as many univariate GARCH or ARFIMA specifications of class |
A uGARCHmultispec
or ARFIMAmultispec
object containing details of
the multiple GARCH or ARFIMA specifications.
Alexios Ghalanos
1 2 3 4 5 6 7 8 9 10 | # how to make a list with 2 uGARCHspec objects of the same type
spec = ugarchspec()
mspec = multispec( replicate(2, spec) )
# note that replicate(spec, 2) does not work...be careful about the order
# else explicity name 'n' (i.e. n = 2)
# or simply combine disparate objects
spec1 = ugarchspec(distribution = "norm")
spec2 = ugarchspec(distribution = "std")
mspec = multispec( c( spec1, spec2 ) )
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