\name{uGASFor} \Rdversion{0.1} \docType{class} \alias{uGASFor} \alias{uGASFor-class} \alias{LogScore,uGASFor-method} \alias{getForecast,uGASFor-method} \alias{getMoments,uGASFor-method} \alias{getObs,uGASFor-method} \alias{pit,uGASFor-method} \alias{quantile,uGASFor-method} \alias{plot,uGASFor,missing-method} \alias{show,uGASFor-method} \title{Class for the univariate GAS forecast object} \description{ Class for the univariate GAS forecast object. } \section{Objects from the Class}{A virtual Class: No objects may be created from it.} \section{Slots}{ \describe{ \item{\code{Forecast}:}{Object of class \code{list}. Contains forecasts: \itemize{ \item \code{PointForecast}: \code{matrix} with parameters forecasts. \item \code{Moments}: \code{matrix} with centered moments forecasts. \item \code{vLS}: \code{numeric} Log Score (Predictive Log Likelihood). \item \code{vU}: \code{numeric} Out-of-sample Probability Integral Transformation (PIT). } } \item{\code{Bands}:}{\code{array} with confidence bands parameters forecasts. Available only if \code{Roll = TRUE}.} % \item{\code{Draws}:}{If \code{ReturnsDraws = TRUE} it is a iH x iB \code{matrix} of draws from the predictive distribution.} \item{\code{Info}:}{\code{list} with forecast information.} \item{\code{Data}:}{\code{list} with original data.} } } \section{Methods}{ \itemize{ \item \code{show} \code{signature(object = 'uGASFor')}: Show summary. \item \code{plot} \code{ signature(x = 'uGASFor', y = 'missing')}: Plot forecasted quantities. \item \code{getForecast} \code{signature(object = 'uGASFor')}: Extract parameters forecast. \item \code{getObs} \code{signature(object = 'uGASFor')}: Extract original observations. \item \code{pit} \code{signature(object = 'uGASFor')}: Extract Probability Integral Transformation, only if \code{Roll = TRUE}. \item \code{quantile} \code{signature(object = 'uGASFor')}: Extract quantile forecasts. It accepts the additional argument \code{probs} representing the vector of probabilities. \item \code{getMoments} \code{signature(object = 'uGASFor')}: Extract moments forecasts. \item \code{LogScore} \code{signature(object = 'uGASFor')}: Extract Log Scores. } } \author{Leopoldo Catania} \keyword{classes}