coef() for GARCH Models.
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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