fScenario-class {rmgarch} | R Documentation |
Class "fScenario"
Description
Object returned from calling fscenario
.
Objects from the Class
Objects can be created by calls of the form new("fScenario", ...)
.
Slots
scenario
:Object of class
"vector"
A list with the (roll+1) scenario matrices.model
:Object of class
"vector"
A list with details of data generating process.
Methods
- show
signature(object = "fScenario")
: Summary method.- goget
signature(object = "fScenario")
: Get a specified ‘arg’ from the object (only ‘scenario’ used).- fitted
signature(object = "fScenario")
: Returns an array of the simulated scenario returns, of dimensions n.sim by n.assets by (roll+1), with third dimension labels the actual forecast time index, and second dimension labels the asset names. The last forecast scenario will always be completely out of sample so the time index label for that is generated using thegeneratefwd
function in the rugarch package.
Author(s)
Alexios Galanos