ARFIMAmultiforecast-class {rugarch}

class: ARFIMA Multiple Forecast Class

Description

Class for the ARFIMA Multiple forecast.

Slots

forecast:

Object of class "vector"

desc:

Object of class "vector"

Extends

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

Methods

fitted

signature(x = "ARFIMAmultiforecast"): Extracts the conditional mean forecast from the object, and returns an array of the n.ahead by (n.roll+1) by n.assets.

show

signature(object = "ARFIMAmultiforecast"): forecast summary.

Author(s)

Alexios Ghalanos