fGarch (version 260.72)

garchExtractors: GARCH Extractor Functions

Description

Extracts residuals and fitted values from a fitted GARCH object.

Usage

## S3 method for class 'fGARCH':
residuals(object, \dots)
## S3 method for class 'fGARCH':
fitted(object, \dots)

Arguments

object

an object of class fGARCH as returned from the function garchFit().

...

additional arguments to be passed.

Examples

## garchSpec -
   spec = garchSpec()
   spec

## garchSim -
   x = garchSim(model = spec@model, n = 500)
   head(x) 

## garchFit - 
   # fit = garchFit(~garch(1, 1), data = x)
   # print(fit)
   ## Interactive Plot:
   ## plot(fit)
   ## Batch Plot:
   # plot(fit, which = 3)
   # summary(fit)