coef-methods | R Documentation |
Coefficients methods coef()
for GARCH Models.
Methods for coef
defined in package fGarch:
Extractor function for coefficients from a fitted GARCH model.
Extractor function for coefficients from a GARCH specification structure.
coef
is a generic function which extracts coefficients
from objects returned by modeling functions.
Diethelm Wuertz for the Rmetrics R-port
## garchSpec -
# Use default parameters beside alpha:
spec = garchSpec(model = list(alpha = c(0.05, 0.05)))
spec
coef(spec)
## garchSim -
# Simulate an univariate "timeSeries" series from specification 'spec':
x = garchSim(spec, n = 2000)
x = x[,1]
## garchFit --
fit = garchFit( ~ garch(1, 1), data = x, trace = FALSE)
## coef -
coef(fit)
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