ARFIMAsim-class {rugarch}

class: ARFIMA Simulation Class

Description

Class for the ARFIMA simulation.

Slots

simulation:

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 = "ARFIMAsim"): extracts the simulated values as a matrix of dimension n.sim by m.sim.

show

signature(object = "ARFIMAsim"): simulation summary.

Author(s)

Alexios Ghalanos