uGARCHmultiforecast-class: class: Univariate GARCH Multiple Forecast Class

In rgarch: Flexible GARCH modelling in R

Description

Class for the univariate GARCH Multiple forecast.

Objects from the Class

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

Extends

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

Methods

as.array

signature(x = "uGARCHmultiforecast"): extracts the forecast array with matrix column dimensions equal to the number of assets, row dimension the n.ahead and array dimension equal to the number of rolling forecasts chosen. The optional argument “which” allows to choose from “sigma” and “series” to return the forecasts for.

as.list

signature(x = "uGARCHforecast"): extracts the forecast list of length equal to the number of assets, sublists equal to n.roll, row dimension of each sublist equal to n.ahead and column dimension equal to 2 (sigma and series forecasts).

show

signature(object = "uGARCHforecast"): forecast summary.

Author(s)

Alexios Ghalanos

See Also

Classes uGARCHmultifilter, uGARCHmultifit and uGARCHmultispec.

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