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