fGARCHSPEC-class           package:fGarch           R Documentation

_C_l_a_s_s "_f_G_A_R_C_H_S_P_E_C"

_D_e_s_c_r_i_p_t_i_o_n:

     Specification Structure for an univariate GARCH time series model.

_O_b_j_e_c_t_s _f_r_o_m _t_h_e _C_l_a_s_s:

     Objects can be created by calls of the function 'garchSpec'. This
     object is specifies the parameters of an empirical GARCH process.

_S_l_o_t_s:



     '_c_a_l_l': Object of class '"call"':  the call of the 'garch'
          function. 

     '_f_o_r_m_u_l_a': Object of class '"formula"':  a list with two formula
          entries for the mean and variance  equation.

     '_m_o_d_e_l': Object of class '"list"':  a list with the model
          parameters.

     '_p_r_e_s_a_m_p_l_e': Object of class '"matrix"':  a numeric matrix with
          presample values.

     '_d_i_s_t_r_i_b_u_t_i_o_n': Object of class '"character"':  a character string
          with the name of the conditional distribution.

     '_r_s_e_e_d': Object of class '"numeric"':  an integer with the random
          number generator seed.


_M_e_t_h_o_d_s:



     _s_h_o_w 'signature(object = "fGARCHSPEC")':  prints an object of
          class 'fGARCHSPEC'. 


_N_o_t_e:

     With Rmetrics Version 2.6.1 the class has been renamed from
     '"garchSpec"' to '"fGARCHSPEC"'.

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

