extract method for fGARCH objectsextract method for fGARCH objects created by the
garchFit function in the fGarch package.
# S4 method for fGARCH
extract(
model,
include.nobs = TRUE,
include.aic = TRUE,
include.loglik = TRUE,
...
)A statistical model object.
Report the number of observations in the GOF block?
Report Akaike's Information Criterion (AIC) in the GOF block?
Report the log likelihood in the GOF block?
Custom parameters, which are handed over to subroutines. Currently not in use.