sign_bias_test-fEGarch_fit-method: Sign Bias Test

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

Sign Bias Test

Description

Apply a sign bias test to check the standardized residuals of a fitted model from this package for remaining significant sign effects.

Usage

## S4 method for signature 'fEGarch_fit'
sign_bias_test(object, silent = FALSE, ...)

Arguments

object	an object "fEGarch_fit" as returned by the fitting functions of this package, for example by fEGarch.
silent	a logical value reflecting whether or not test results should be printed in a well-formatted manner to the console.
...	currently without use.

Value

Returns a numeric matrix invisibly.

Examples

window.zoo <- get("window.zoo", envir = asNamespace("zoo"))
rt <- window.zoo(SP500, end = "2002-12-31")
spec <- fEGarch_spec()
model <- fEGarch(spec, rt)
sign_bias_test(model)

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