Description

Class for the univariate GARCH Multiple fit.

Objects from the Class

A virtual Class: No objects may be created from it.

Extends

Class GARCHfit, directly. Class rGARCH, by class GARCHfit, distance 3.

Methods

coef

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

likelihood

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

sigma

signature(object = "uGARCHmultifit"): Extracts the conditional sigma values.

fitted

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

residuals

signature(object = "uGARCHmultifit"): Extracts the residuals. Optional logical argument standardize (default is FALSE) allows to extract the standardized residuals.

show

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

Note

Methods for coef, likelihood, fitted, sigma and residuals provide extractor functions for those values.

Author(s)

Alexios Ghalanos

See Also

Classes uGARCHmultiforecast, uGARCHmultispec and uGARCHmultifilter.