ARFIMAmultifit-class {rugarch}

class: ARFIMA Multiple Fit Class

Description

Class for the ARFIMA Multiple fit.

Slots

fit:

Object of class "vector"

desc:

Object of class "vector"

Extends

Class "ARFIMA", directly. Class "rGARCH", by class "ARFIMA", distance 2.

Methods

coef

signature(object = "ARFIMAmultifit"): Extracts the coefficients.

likelihood

signature(object = "ARFIMAmultifit"): Extracts the likelihood.

fitted

signature(object = "ARFIMAmultifit"): Extracts the fitted values.

residuals

signature(object = "ARFIMAmultifit"): Extracts the residuals. Optional logical argument standardize (default is FALSE) allows to extract the standardized residuals.

show

signature(object = "ARFIMAmultifit"): Fit summary.

Author(s)

Alexios Ghalanos