class: ARFIMA Multiple Forecast Class

Description

Class for the ARFIMA Multiple forecast.

Slots

forecast:

Object of class "vector"

desc:

Object of class "vector"

Extends

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

Methods

as.array

signature(x = "ARFIMAmultiforecast"): extracts the forecast array with matrix column dimensions equal to the number of assets, row dimension the n.ahead and array dimension equal to the number of rolling forecasts chosen.

as.list

signature(x = "ARFIMAmultiforecast"): extracts the forecast list of length equal to the number of assets, sublists equal to n.roll, row dimension of each sublist equal to n.ahead and column dimension equal to 1 (series forecasts).

show

signature(object = "ARFIMAmultiforecast"): forecast summary.

Author(s)

Alexios Ghalanos