ARFIMAsim-class {rugarch} | R Documentation |
Class for the ARFIMA simulation.
simulation
:Object of class "vector"
model
:Object of class "vector"
seed
:Object of class "integer"
Class "ARFIMA"
, directly.
Class "rGARCH"
, by class "ARFIMA", distance 2.
signature(x = "ARFIMAsim")
: extracts the simulated values
as a matrix of dimension n.sim by m.sim.
signature(object = "ARFIMAsim")
: simulation summary.
Alexios Ghalanos