| Gopredict-class {gogarch} | R Documentation |
This class defines the slots for forecasts from a GO-GARCH model.
Objects can be created by calls of the form new("Gopredict",
...), or with the method predict of formal class objects
GoGARCH and Goestml.
Hf:"list": The forecasted
conditional covariances.Xf:"matrix": The transformed
forecasts of the component GARCH mean models.CGARCHF:"list": The original
forecasts of the component GARCH models.Gopredict.
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.
Bernhard Pfaff