Last data update: 2014.03.03
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R: class: Univariate GARCH Multiple Forecast Class
uGARCHmultiforecast-class | R Documentation |
class: Univariate GARCH Multiple Forecast Class
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
- sigma
signature(x = "uGARCHmultiforecast") :
extracts the n.ahead by (n.roll+1) by n.assets array of conditional sigma
forecasts.
- fitted
signature(x = "uGARCHforecast") :
extracts the n.ahead by (n.roll+1) by n.assets array of conditional mean
forecasts.
- show
signature(object = "uGARCHforecast") : forecast summary.
Author(s)
Alexios Ghalanos
See Also
Classes uGARCHmultifilter , uGARCHmultifit and
uGARCHmultispec .
Results
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