uGARCHmultifit-class {rugarch} | R Documentation |
class: Univariate GARCH Multiple Fit Class
Description
Class for the univariate GARCH Multiple fit.
Objects from the Class
A virtual Class: No objects may be created from it.
Extends
Class GARCHfit
, directly.
Class rGARCH
, by class GARCHfit
, distance 3.
Methods
- coef
signature(object = "uGARCHmultifit")
: Extracts the coefficients.- likelihood
signature(object = "uGARCHmultifit")
: Extracts the likelihood.- sigma
signature(object = "uGARCHmultifit")
: Extracts the conditional sigma values.- fitted
signature(object = "uGARCHmultifit")
: Extracts the fitted values.- residuals
signature(object = "uGARCHmultifit")
: Extracts the residuals. Optional logical argumentstandardize
(default is FALSE) allows to extract the standardized residuals.- show
signature(object = "uGARCHmultifit")
: Fit summary.
Note
Methods for coef, likelihood, fitted, sigma and residuals provide extractor
functions for those values.
Author(s)
Alexios Ghalanos
See Also
Classes uGARCHmultiforecast
, uGARCHmultispec
and uGARCHmultifilter
.