| Gopredict-class {gogarch} | R Documentation |
Class "Gopredict": Prediction of GO-GARCH Models
Description
This class defines the slots for forecasts from a GO-GARCH model.
Objects from the Class
Objects can be created by calls of the form new("Gopredict",
...), or with the method predict of formal class objects
GoGARCH and Goestml.
Slots
Hf:Object of class
"list": The forecasted conditional covariances.Xf:Object of class
"matrix": The transformed forecasts of the component GARCH mean models.CGARCHF:Object of class
"list": The original forecasts of the component GARCH models.
Methods
- ccor
Returns the forecasted conditional correlations.
- ccov
Returns the forecasted conditional co-variances.
- cvar
Returns the forecasted conditional variances.
- show
show-method for objects of class
Gopredict.
Note
In case more than 10 forecasts steps are computed, the
show-method displays only the head of the returned
objects. Furthermore, the show-method displays the forecasted
conditional variances only. The forecasted conditional co-variances
and/or the forecasted conditional correlations can be retrieved with
the methods ccov or ccor, respectively.
Author(s)
Bernhard Pfaff