ARFIMAforecast-class(rugarch)
ARFIMAforecast-class()所属R语言包:rugarch
class: ARFIMA Forecast Class
类别:ARFIMA预测类
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Class for the ARFIMA forecast.
一类的ARFIMA预测。
插槽----------Slots----------
forecast: Object of class "vector"
forecast:对象类"vector"的
model: Object of class "vector"
model:对象类"vector"的
扩展----------Extends----------
Class "ARFIMA", directly. Class "rGARCH", by class "ARFIMA", distance 2.
类"ARFIMA",直接。类"rGARCH"“类”ARFIMA“,距离2。
方法----------Methods----------
as.array signature(x = "ARFIMAforecast"): Extracts the forecast array with matrix column dimensions equal to the n.ahead value and row dimension 1 (series forecast), and array dimension
as.arraysignature(x = "ARFIMAforecast"):中提取的预测值和行维度n.ahead 1(序列预测)与矩阵列大小等于数组,数组的维
as.data.frame signature(x = "ARFIMAforecast"):
as.data.framesignature(x = "ARFIMAforecast"):
as.list signature(x = "ARFIMAforecast"):
as.listsignature(x = "ARFIMAforecast"):
fpm signature(object = "ARFIMAforecast"):
FPMsignature(object = "ARFIMAforecast"):
show signature(object = "ARFIMAforecast"):
显示signature(object = "ARFIMAforecast"):
注意----------Note----------
There are 3 main extractor functions for the ARFIMA object which is admittedly the most complex in the package as a result of allowing for rolling forecasts. The as.array extracts an array object where each page of the array represents a roll. The as.list method works similarly returns instead a list object. There are no additional arguments to these extractor functions and they will return all the forecasts. The as.data.frame method on the other hand provides for 4 additional arguments. The rollframe option is for the rolling frame to return (with 0 being the default no-roll) and allows either a valid numeric value or alternatively the character value “all” for which additional options then come into play. When “all” is chosen in the rollframe argument, the data.frame returned may be time aligned (logical option aligned) in which case the logical option prepad indicates whether to pad the values prior to the forecast start time with actual values or NA (value FALSE). Finally, the type option controls whether to return all forecasts (value 0, default), return only those forecasts which have in sample equivalent data (value 1) or return only those values which are truly forecasts without in sample data (value 2). Depending on the intended usage of the forecasts, some or all these options may be useful to the user when extracting data from the forecast object.<br>
有3个主要的提取功能ARFIMA对象,这是公认的最复杂的程序包中作为结果,允许滚动预测。 as.array提取一个数组对象的数组,每个页面表示一卷。 as.list方法类似,而不是返回一个列表对象。有没有额外的参数,这些提取功能,他们将返回所有的预测。 as.data.frame方法,另一方面提供了4个额外的参数。 rollframe选项是返回滚动框(0为默认的无辊),并允许一个有效的数值或者字符值“所有”额外选项,然后开始发挥作用。 “all”时,选择rollframe参数,返回的数据框可能是时间对齐(逻辑选项“aligned),在这种情况下,合理的选择prepad是否垫开始时间之前的预测值与实际值或NA(数值FALSE)。最后,type选项控制是否将返回所有的预测(0值,默认值),只返回那些在样品的等效数据的预测(值为1),或没有在样本数据,只返回那些是真正的预测值(值2)。根据预测使用目的,一些或所有这些选项可以是对用户有用的提取数据时,从预测对象。<br>物理化学学报
(作者)----------Author(s)----------
Alexios Ghalanos
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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