uGASFit {GAS}R Documentation

Class for the univariate GAS fitted object

Description

Class for the univariate GAS fitted object.

Objects from the Class

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

Slots

ModelInfo:

Object of class list. Contains information about the GAS specification:

  • Spec: object of the class uGASSpec containing the GAS specification.

  • iT: numeric number of observation.

  • elapsedTime: numeric elapsed Time in seconds.

GASDyn:

Object of class list. Contains: the series of filtered dynamic (GASDyn$mTheta) for the time–varying parameters, the series of scaled scores (GASDyn$mInnovation), the series of unrestricted filtered parameters (GASDyn$mTheta_tilde), the series of log densities (GASDyn$vLLK), the log likelihood evaluated at its optimum value (GASDyn$dLLK)

.

Estimates:

Object of class list. Contains: lParList list of estimated parameters, optimiser object delivered from the optimization function, StaticFit ML estimates for the constant model, Inference inferential results for the estimated parameters.

Data:

The user's data.

Testing:

Statistical tests results.

Methods

Author(s)

Leopoldo Catania


[Package GAS version 0.3.4 Index]