The class 'fREG' represents a fitted model of an heteroskedastic time series process.
Objects can be created by calls of the function regFit.
The returned object represents parameter estimates of linear and
generalized linear models.
call:Object of class "call":
the call of the garch function.
formula:Object of class "formula":
the formula used in parameter estimation.
family:Object of class "character":
the family objects provide a convenient way to specify
the details of the models used by function grefFit
For details we refer to the documentation for the function
glm in R's base package on how such model fitting
takes place.
method:Object of class "character":
a string denoting the regression model in use, i.e. one
of those listed in the use argument of the function
regFit or gregFit.
data:Object of class "list":
a list with at least two entries named x containing the
data frame used for the estimation, and data with the
object of the rectangular input data.
fit:Object of class "list":
a list with the results from the parameter estimation. The entries
of the list depend on the selected algorithm, see below.
residuals:Object of class "numeric":
a numeric vector with the residual values.
fitted:Object of class "numeric":
a numeric vector with the fitted values.
title:Object of class "character":
a title string.
description:Object of class "character":
a string with a brief description.
signature(object = "fREG"):
prints an object of class 'fREG'.
signature(x = "fREG", y = "missing"):
plots an object of class 'fREG'.
signature(object = "fREG"):
summarizes results and diagnostic analysis of an object
of class 'fREG'.
signature(object = "fREG"):
forecasts mean and volatility from an object of class 'fREG'.
signature(object = "fREG"):
extracts fitted values from an object of class 'fREG'.
signature(object = "fREG"):
extracts fresiduals from an object of class 'fREG'.
signature(object = "fREG"):
extracts fitted coefficients from an object of class 'fREG'.
signature(x = "fREG"):
extracts formula expression from an object of class 'fREG'.
Diethelm Wuertz and Rmetrics Core Team.