uGARCHmultifit-class: class: Univariate GARCH Multiple Fit Class

In rgarch: Flexible GARCH modelling in R

Description

Class for the univariate GARCH Multiple fit.

Objects from the Class

A virtual Class: No objects may be created from it.

Extends

Class GARCHfit, directly. Class rGARCH, by class GARCHfit, distance 3.

Methods

coef

signature(object = "uGARCHmultifit"): extracts the coefficients.

likelihood

signature(object = "uGARCHmultifit"): extracts the likelihood.

sigma

signature(object = "uGARCHmultifit"): extracts the conditional sigma values.

fitted

signature(object = "uGARCHmultifit"): extracts the fitted values.

residuals

signature(object = "uGARCHmultifit"): extracts the residuals.

show

signature(object = "uGARCHmultifit"): fit summary.

Note

Methods for coef, likelihood, fitted, sigma and residuals provide extractor functions for those values.

Author(s)

Alexios Ghalanos

See Also

Classes uGARCHmultiforecast, uGARCHmultispec and uGARCHmultifilter.

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