R语言 rugarch包 uGARCHspec-class()函数中文帮助文档(中英文对照)

loveR

uGARCHspec-class(rugarch)
uGARCHspec-class()所属R语言包：rugarch

                                        class: Univariate GARCH Specification Class
                                         类别：单变量GARCH规范类

                                         译者：生物统计家园网 机器人LoveR

描述----------Description----------

Class for the univariate GARCH specification.
一类为单变量GARCH规范。


扩展----------Extends----------

Class "GARCHspec", directly. Class "rGARCH", by class "GARCHspec", distance 2.
类"GARCHspec"，直接。类"rGARCH"，类的“GARCHspec”，距离2。


插槽----------Slots----------




model: Object of class "vector"
model：对象类"vector"的


方法----------Methods----------




show signature(object = "uGARCHspec"):
显示signature(object = "uGARCHspec")：




setfixed<- signature(object = "uGARCHspec", value = "vector"):
setfixed < - “signature(object = "uGARCHspec", value = "vector")：




setstart<- signature(object = "uGARCHspec", value = "vector"):
setstart < - signature(object = "uGARCHspec", value = "vector")·：




uncmean signature(object = "uGARCHspec"):
uncmeansignature(object = "uGARCHspec")：




uncvariance signature(object = "uGARCHspec"):
uncvariancesignature(object = "uGARCHspec")：




uncvariance signature(object = "uGARCHspec", pars = "missing",      distribution = "missing", model = "missing", submodel = "missing",      vexdata = "missing"): Calculates and returns the long run unconditional variance of the GARCH fit
uncvariance signature(object = "uGARCHspec", pars = "missing",      distribution = "missing", model = "missing", submodel = "missing",      vexdata = "missing")：计算并返回从长远来看无条件方差的GARCH配合




halflife signature(object = "uGARCHspec", pars = "missing",          distribution = "missing", model = "missing"):  Calculates and returns the halflife of the GARCH fit variance given a
半衰期signature(object = "uGARCHspec", pars = "missing",          distribution = "missing", model = "missing")：计算并返回给定的GARCH拟合方差的半衰期




persistence signature(object = "uGARCHfit", pars = "missing",          distribution = "missing", model = "missing"):  Calculates and returns the persistence of the GARCH fit model given a
持久性signature(object = "uGARCHfit", pars = "missing",          distribution = "missing", model = "missing")：计算并返回给定的GARCH拟合模型的持久性


（作者）----------Author(s)----------


Alexios Ghalanos



参见----------See Also----------

Classes uGARCHfit, uGARCHsim and  uGARCHforecast.
类uGARCHfit，uGARCHsim和uGARCHforecast。


实例----------Examples----------


# Basic GARCH(1,1) Spec[基本GARCH（1,1）规格]
spec = ugarchspec()
spec

转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。


注：
注1：为了方便大家学习，本文档为生物统计家园网机器人LoveR翻译而成，仅供个人R语言学习参考使用，生物统计家园保留版权。
注2：由于是机器人自动翻译，难免有不准确之处，使用时仔细对照中、英文内容进行反复理解，可以帮助R语言的学习。
注3：如遇到不准确之处，请在本贴的后面进行回帖，我们会逐渐进行修订。