ARFIMAspec-class {rugarch}

class: ARFIMA Specification Class

Description

Class for the ARFIMA specification.

Slots

model:

Object of class "vector"

Extends

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

Methods

show

signature(object = "ARFIMAspec"): Specification summary.

setfixed<-

signature(object = "ARFIMAspec", value = "vector"): Sets the fixed parameters (which must be supplied as a named list).

setstart<-

signature(object = "ARFIMAspec", value = "vector"): Sets the starting parameters (which must be supplied as a named list).

setbounds<-

signature(object = "ARFIMAspec", value = "vector"): Sets the parameters lower and upper bounds, which must be supplied as a named list with each parameter being a numeric vector of length 2 i.e. "ar1"=c(-1,1)). If the vector is of length 1, then this is assumed to be the lower bound, and the upper bound will be set to its default value prior to estimation.

uncmean

signature(object = "ARFIMAspec"): Returns the unconditional mean of a specification which has been assigned fixed parameters.

Author(s)

Alexios Ghalanos