class: ARFIMA Fit Class

Description

Class for the ARFIMA fit.

Slots

fit:

Object of class "vector"

model:

Object of class "vector"

Extends

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

Methods

as.data.frame

signature(x = "ARFIMAfit"): Extracts the position (dates), data, fitted values and residuals.

coef

signature(object = "ARFIMAfit"): Extracts the coefficients.

fitted

signature(object = "ARFIMAfit"): Extracts the fitted values.

infocriteria

signature(object = "ARFIMAfit"): Calculates and returns various information criteria.

likelihood

signature(object = "ARFIMAfit"): Extracts the likelihood.

residuals

signature(object = "ARFIMAfit"): Extracts the residuals.

show

signature(object = "ARFIMAfit"): Fit summary.

uncmean

signature(object = "ARFIMAfit"): Calculates and returns the unconditional mean. Takes additional arguments ‘method’ with option for “analytical” or “simulation”, ‘n.sim’ for the number of simulations (if that method was chosen, and defaults to 100000) and ‘rseed’ for the simulation random generator initialization seed.

Author(s)

Alexios Ghalanos

Examples

showClass("ARFIMAfit")