residuals: Extract Standardized Residuals

In fEGarch: SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

Extract Standardized Residuals

Description

An alternative to etat,fEGarch_fit-method to extract standardized residuals from an estimation object in this package.

Usage

## S4 method for signature 'fEGarch_fit'
residuals(object)

Arguments

object

an object either of class "fEGarch_fit" or "fEGarch_forecast".

Details

Extract fitted standardized residuals from an estimation object in this package.

Value

The element within the input object with name etat is returned. Depending on the element that can be a numeric vector, an object of class "zoo" or a numeric matrix.

Examples

window.zoo <- get("window.zoo", envir = asNamespace("zoo"))
rt <- window.zoo(SP500, end = "2002-12-31")
model <- fEGarch(egarch_spec(), rt, n_test = 250)
residuals(model)

fEGarch documentation built on Sept. 11, 2025, 5:11 p.m.