GoGARCH-class() R function from [gogarch]

Class "GoGARCH": Estimated GO-GARCH Models

This class defines the slots for estimated GO-GARCH models. It contains the class Goinit. class

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Objects can be created by calls of the form new("GoGARCH", ...).

Z:: Object of class "matrix": Transformation matrix.
U:: Object of class "Orthom": Orthonormal matrix.
Y:: Object of class "matrix": Extracted component matrix.
H:: Object of class "list": List of conditional variance/covariance matrices.
models:: Object of class "list": List of univariate GARCH model fits.
estby:: Object of class "character": Estimation method.
CALL:: Object of class "call": Result of match.call in generating function.
X:: Object of class "matrix": The data matrix.
V:: Object of class "matrix": Covariance matrix of X.
P:: Object of class "matrix": Left singular values of Var/Cov matrix of X.
Dsqr:: Object of class "matrix": Square roots of eigenvalues on diagonal, else zero.
garchf:: Object of class "formula": Garch formula used for uncorrelated component GARCH models.
name:: Object of class "character": The name of the original data object.

Class "Goinit", directly.

cvar: Returns the conditional variances as object with class attribute "mts" "ts".
ccov: Returns the conditional co-variances as object with class attribute "mts" "ts".
ccor: Returns the conditional correlationsas object with class attribute "mts" "ts".
coef: Returns the coeffiecients of the component GARCH models.
converged: Returns the convergence codes of the component GARCH models.
formula: Returns the formula for the component GARCH models.
plot: Plotting of the conditional correlations.
predict: Returns the conditional covariances and mean forecasts and the forecasts of the component GARCH models, object is of class Gopredict.
residuals: Returns the residuals of the GO-GARCH model.
show: show-method for objects of class GoGARCH.
summary: summary-method for objects of class GoGARCH, object is of class Gosum.
update: Updates an object of class GoGARCH.

Bernhard Pfaff