function: Univariate multiple GARCH Specification
Method for creating a univariate multiple GARCH or ARFIMA specification object prior to fitting.
multispec( speclist )
speclist |
A list with as many univariate GARCH or ARFIMA specifications of class
|
A uGARCHmultispec or ARFIMAmultispec
object containing details of the multiple GARCH or ARFIMA specifications.
Alexios Ghalanos
# how to make a list with 2 uGARCHspec objects of the same type spec = ugarchspec() mspec = multispec( replicate(2, spec) ) # note that replicate(spec, 2) does not work...be careful about the order # else explicity name 'n' (i.e. n = 2) # or simply combine disparate objects spec1 = ugarchspec(distribution = "norm") spec2 = ugarchspec(distribution = "std") mspec = multispec( c( spec1, spec2 ) )
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