BEKKs (version 1.4.5)

print.bekkFit: bekkFit method

Description

Generic 'bekkFit' methods. More details on 'bekkFit' are described in bekk_fit

Usage

# S3 method for bekkFit
print(x, ...)
# S3 method for bekkFit
residuals(object, ...)
# S3 method for bekkFit
logLik(object, ..., k = 2)

Arguments

x

An object of class "bekkFit" from function bekk_fit.

...

Further arguments to be passed to and from other methods.

object

An object of class "bekkFit" from function bekk_fit.

k

Numeric value, the penalty per parameter for AIC to be used; the default k = 2 is the classical AIC.

Examples

# \donttest{

data(StocksBonds)

# Fitting a symmetric BEKK model
obj_spec <- bekk_spec()
x1 <- bekk_fit(obj_spec, StocksBonds, QML_t_ratios = FALSE, max_iter = 50, crit = 1e-9)

logLik(x1)
# }