plot.qgarch

Fits quadratic generalized autoregressive conditional
heteroskedasticity-in-mean (QGARCH-M) models motivated by Campbell and
Hentschel (1992). The package supports models with lambda fixed at zero,
lambda restricted to a function of the remaining parameters, lambda
estimated freely, and a threshold extension with state-dependent lambda.
It also provides tools for starting values, estimation, forecasting,
likelihood-ratio testing, moment diagnostics, and replication with the
included monthly U.S. stock market dataset.

Sanghyun Hong

qgarch

Quadratic GARCH-in-Mean Models for Volatility Feedback

Jedrzej Bialkowski

Moritz Wagner

plot.qgarch function

<dl><dt>x</dt>
<dd>A fitted <code>qgarch</code> object.</dd>
<dt>which</dt>
<dd>Which plot to show: <code>"sigma2"</code> or <code>"standardized"</code>.</dd>
<dt>...</dt>
<dd>Additional graphical arguments passed to <code><a href="/link/graphics%3A%3Aplot()?package=qgarch&version=0.1.0" data-mini-rdoc="qgarch::graphics::plot()">graphics::plot()</a></code>.</dd></dl>

Arguments

Plot a qgarch model — plot.qgarch

<dl>

<dt>x</dt>
<dd>A fitted <code>qgarch</code> object.</dd>


<dt>which</dt>
<dd>Which plot to show: <code>"sigma2"</code> or <code>"standardized"</code>.</dd>


<dt>...</dt>
<dd>Additional graphical arguments passed to <code><a href='https://rdrr.io/r/graphics/plot.default.html'>graphics::plot()</a></code>.</dd>

</dl>

plot.qgarch: Plot a qgarch model

Description

Usage

Value

Arguments