| Gosum-class {gogarch} | R Documentation |
The formal summary class of GoGARCH objects or objects that
extend this class.
Objects can be created by calls of the form new("Gosum", ...)
or are set by the summary-method.
name:character: the name of the original data object.method:character: the estimation method.model:formula: The GARCH model formula for the
component GARCH models.garchc:list: The elements are matcoef matrices
generated by garchFit for the components.Zinv:matrix: The inverse of the linear map X = Y
Z.Gosum.Bernhard Pfaff