fGARCHSPEC-class {fGarch} | R Documentation |
Class "fGARCHSPEC"
Description
Specification structure for an univariate GARCH time series model.
Objects from the Class
Objects can be created by calls of the function garchSpec
.
This object specifies the parameters of an empirical GARCH process.
Slots
call
:Object of class
"call"
: the call of thegarch
function.formula
:Object of class
"formula"
: a list with two formula entries for the mean and variance equation.model
:Object of class
"list"
: a list with the model parameters.presample
:Object of class
"matrix"
: a numeric matrix with presample values.distribution
:Object of class
"character"
: a character string with the name of the conditional distribution.rseed
:Object of class
"numeric"
: an integer with the random number generator seed.
Methods
- show
signature(object = "fGARCHSPEC")
: prints an object of class 'fGARCHSPEC'.
Note
With Rmetrics Version 2.6.1 the class has been renamed from
"garchSpec"
to "fGARCHSPEC"
.
Author(s)
Diethelm Wuertz for the Rmetrics R-port
Examples
## garchSpec -
spec = garchSpec()
spec # print() or show() it