fGarch (version 4052.93)

coef-methods: GARCH coefficients methods

Description

Coefficients methods coef() for GARCH Models.

Methods

Methods for coef defined in package fGarch:

object = "fGARCH"

Extractor function for coefficients from a fitted GARCH model.

object = "fGARCHSPEC"

Extractor function for coefficients from a GARCH specification structure.

Author

Diethelm Wuertz for the Rmetrics R-port

Examples

# Use default parameters beside alpha:
spec <- garchSpec(model = list(alpha = c(0.05, 0.05)))
spec
coef(spec)

## Simulate an univariate "timeSeries" series from specification 'spec':
x <- garchSim(spec, n = 2000)
x <- x[,1]

fit <- garchFit( ~ garch(1, 1), data = x, trace = FALSE)
coef(fit)