fGarch (version 260.72)

garchReports: GARCH Reports and Graphs

Description

Creates reports and graphs of a GARCH modelling process.

Usage

show.fGARCH(object)
## S3 method for class 'fGARCH':
plot(x, which = "ask", \dots)
## S3 method for class 'fGARCH':
summary(object, \dots)

Arguments

object, x

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

which

if which is set to "ask" the function will interactively ask which plot should be displayed. This is the default value and then those plots will be displayed for which the elements in the logical vector

...

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)