| uGARCHmultiforecast-class {rugarch} | R Documentation |
Class for the univariate GARCH Multiple forecast.
A virtual Class: No objects may be created from it.
Class GARCHforecast, directly.
Class rGARCH, by class GARCHforecast, distance 3.
signature(x = "uGARCHmultiforecast"):
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. The optional argument
“which” allows to choose from “sigma” and “series” to return the
forecasts for.
signature(x = "uGARCHforecast"): 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 2 (sigma and series forecasts).
signature(object = "uGARCHforecast"): forecast summary.
Alexios Ghalanos
Classes uGARCHmultifilter, uGARCHmultifit and
uGARCHmultispec.