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).

uncmean

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

Author(s)

Alexios Ghalanos