fGarch (version 290.76)

plot-methods: GARCH Plot Methods

Description

Plot methods for GARCH Modelling.

Usage

## S3 method for class 'fGARCH,missing':
plot(x, which = "ask", \dots)

Arguments

x

an object of class "fREG"

which

a character string denoting which plot should be displayed.

...

optional arguments to be passed.

Details

The generic function plot allows to display 13 graphs. These are the Time SeriesPlot Conditional Standard Deviation Plot Series Plot with 2 Conditional SD Superimposed Autocorrelation function Plot of Observations Autocorrelation function Plot of Squared Observations Cross Correlation Plot Residuals Plot Conditional Standard Deviations Plot Standardized Residuals Plot ACF Plot of Standardized Residuals ACF Plot of Squared Standardized Residuals Cross Correlation Plot between $r^2$ and r Quantile-Quantile Plot of Standardized Residuals

Examples

## garchSim -
   # Default Garch(1,1) Model:
   x = garchSim(n = 200)
   head(x) 

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