fEGarch (version 1.0.1)

residuals,fEGarch_fit-method: Extract Standardized Residuals

Description

An alternative to etat,fEGarch_fit-method to extract standardized residuals from an estimation object in this package.

Usage

# S4 method for fEGarch_fit
residuals(object)

Value

The element within the input object with name etat is returned. Depending on the element that can be a numeric vector, an object of class "zoo" or a numeric matrix.

Arguments

object

an object either of class "fEGarch_fit" or "fEGarch_forecast".

Details

Extract fitted standardized residuals from an estimation object in this package.

Examples

window.zoo <- get("window.zoo", envir = asNamespace("zoo"))
rt <- window.zoo(SP500, end = "2002-12-31")
model <- fEGarch(egarch_spec(), rt, n_test = 250)
residuals(model)