Description Extends Methods Author(s) See Also
Class for the univariate GARCH Multiple filter.
Class "GARCHfilter"
, directly.
Class "rGARCH"
, by class "GARCHfilter", distance 3.
signature(object = "uGARCHmultifilter")
:
extracts the fitted values.
signature(object = "uGARCHmultifilter")
:
extracts the residuals.
signature(object = "uGARCHmultifilter")
:
extracts the conditional sigma values.
signature(object = "uGARCHmultifilter")
:
extracts the coefficients.
signature(object = "uGARCHmultifilter")
:
extracts the likelihood.
signature(object = "uGARCHmultifilter")
: filter summary.
Alexios Ghalanos
Classes uGARCHmultiforecast
, uGARCHmultifit
and
uGARCHmultispec
.
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