class-fGARCHSPEC function

Class "fGARCHSPEC"

Specification structure for an univariate GARCH time series model. class

Objects from the Class

Objects can be created by calls of the function garchSpec. This object specifies the parameters of an empirical GARCH process.

Slots

• call:: Object of class "call": the call of the garch function.
• formula:: Object of class "formula": a list with two formula entries for the mean and variance equation.
• model:: Object of class "list": a list with the model parameters.
• presample:: Object of class "matrix": a numeric matrix with presample values.
• distribution:: Object of class "character": a character string with the name of the conditional distribution.
• rseed:: Object of class "numeric": an integer with the random number generator seed.

Methods

• show: signature(object = "fGARCHSPEC"): prints an object of class 'fGARCHSPEC'.

Note

With Rmetrics Version 2.6.1 the class has been renamed from "garchSpec" to "fGARCHSPEC".

Author(s)

Diethelm Wuertz for the Rmetrics -port

Examples

## garchSpec -
   spec = garchSpec()
   spec # print() or show() it