ARFIMApath-class {rugarch} | R Documentation |
class: ARFIMA Path Simulation Class
Description
Class for the ARFIMA Path simulation.
Slots
path
:Object of class
"vector"
model
:Object of class
"vector"
seed
:Object of class
"integer"
Extends
Class "ARFIMA"
, directly.
Class "rGARCH"
, by class "ARFIMA", distance 2.
Methods
- fitted
signature(x = "ARFIMApath")
: Extracts the simulated path values as a matrix of dimension n.sim by m.sim.- show
signature(object = "ARFIMApath")
: path simulation summary.
Author(s)
Alexios Ghalanos
[Package rugarch version 1.5-1 Index]