Gopredict-class function

Class "Gopredict": Prediction of GO-GARCH Models

This class defines the slots for forecasts from a GO-GARCH model. latin1

class

Objects from the Class

Objects can be created by calls of the form new("Gopredict", ...), or with the method predict of formal class objects GoGARCH and Goestml.

Slots

• Hf:: Object of class "list": The forecasted conditional covariances.
• Xf:: Object of class "matrix": The transformed forecasts of the component GARCH mean models.
• CGARCHF:: Object of class "list": The original forecasts of the component GARCH models.

Methods

• ccor: Returns the forecasted conditional correlations.
• ccov: Returns the forecasted conditional co-variances.
• cvar: Returns the forecasted conditional variances.
• show: show-method for objects of class Gopredict.

Author(s)

Bernhard Pfaff

Note

In case more than 10 forecasts steps are computed, the show-method displays only the head of the returned objects. Furthermore, the show-method displays the forecasted conditional variances only. The forecasted conditional co-variances and/or the forecasted conditional correlations can be retrieved with the methods ccov or ccor, respectively.

See Also

GoGARCH, Goestml