Description Usage Arguments Value Author(s) Examples
Method for creating a univariate multiple GARCH or ARFIMA specification object prior to fitting.
1 | multispec( speclist )
|
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 ) )
|
Loading required package: parallel
Attaching package: 'rugarch'
The following object is masked from 'package:stats':
sigma
Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl_init' failed, running with rgl.useNULL = TRUE
3: .onUnload failed in unloadNamespace() for 'rgl', details:
call: fun(...)
error: object 'rgl_quit' not found
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.