"summary"(object, ...)
"print"(x, digits = max(3, getOption("digits") - 3), signif.stars = getOption("show.signif.stars"), ...)
"garch"
; usually, a result of a
call to garch
."summary.garch"
; usually, a result
of a call to the summary method for objects of class "garch"
.printCoefmat
."summary.garch"
.
summary
computes the asymptotic standard errors of the
coefficient estimates from an outer-product approximation of the
Hessian evaluated at the estimates, see Bollerslev (1986). It
furthermore tests the residuals for normality and remaining ARCH
effects, see jarque.bera.test
and
Box.test
.
garch