fEGarch_predict,fEGarch_fit_egarch-method {fEGarch} | R Documentation |
Prediction Methods for Package's Models
Description
Produces forecasts of the conditional standard deviation (and of the conditional mean) following package's models. These methods are not being exported and are used internally only.
Usage
## S4 method for signature 'fEGarch_fit_egarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)
## S4 method for signature 'fEGarch_fit_loggarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)
## S4 method for signature 'fEGarch_fit_aparch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)
## S4 method for signature 'fEGarch_fit_fiaparch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)
## S4 method for signature 'fEGarch_fit_gjrgarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)
## S4 method for signature 'fEGarch_fit_figjrgarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)
## S4 method for signature 'fEGarch_fit_tgarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)
## S4 method for signature 'fEGarch_fit_fitgarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)
## S4 method for signature 'fEGarch_fit_garch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)
## S4 method for signature 'fEGarch_fit_figarch'
fEGarch_predict(object, n.ahead = 10, trunc = NULL, ...)
## S4 method for signature 'fEGarch_fit'
predict_internal(object, n.ahead = 10, trunc = NULL, ...)
Arguments
object |
these methods are not being exported. |
n.ahead |
these methods are not being exported. |
trunc |
these methods are not being exported. |
... |
these methods are not being exported. |
Value
They return lists with two numeric vectors as elements named
sigt
and cmeans
.
[Package fEGarch version 1.0.1 Index]