fGarch (version 4033.92)

fitted-methods: Extract GARCH model fitted values

Description

Extracts fitted values from a fitted GARCH object.

Methods

Methods for fitted defined in package fGarch:

object = "fGARCH"

Extractor function for fitted values.

Author

Diethelm Wuertz for the Rmetrics R-port

Details

The method for "fGARCH" objects extracts the @fitted value slot from an object of class "fGARCH" as returned by the function garchFit.

See Also

predict, residuals, garchFit, class fGARCH,

plot

Examples

## see examples for 'residuals()'