uGARCHmultiforecast-class {rugarch} | R Documentation |
class: Univariate GARCH Multiple Forecast Class
Description
Class for the univariate GARCH Multiple forecast.
Objects from the Class
A virtual Class: No objects may be created from it.
Extends
Class GARCHforecast
, directly.
Class rGARCH
, by class GARCHforecast
, distance 3.
Methods
- sigma
signature(x = "uGARCHmultiforecast")
: extracts the n.ahead by (n.roll+1) by n.assets array of conditional sigma forecasts.- fitted
signature(x = "uGARCHforecast")
: extracts the n.ahead by (n.roll+1) by n.assets array of conditional mean forecasts.- show
signature(object = "uGARCHforecast")
: forecast summary.
Author(s)
Alexios Ghalanos
See Also
Classes uGARCHmultifilter
, uGARCHmultifit
and
uGARCHmultispec
.
[Package rugarch version 1.5-1 Index]