Learn R Programming

tsgarch (version 1.0.3)

fitted.tsgarch.estimate: Extract Model Fitted Values

Description

Extract the fitted values of the estimated model.

Usage

# S3 method for tsgarch.estimate
fitted(object, ...)

# S3 method for tsgarch.multi_estimate fitted(object, ...)

Value

An xts vector of the fitted values for the univariate type objects. In the case of a multi-estimate object, a list of xts vectors is returned if the individual univariate objects have unequal indices, else an xts matrix is returned.

Arguments

object

an object of class “tsgarch.estimate” or “tsgarch.multi_estimate”.

...

not currently used.