methods-fitted: Extract GARCH model fitted values
In fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
fitted-methods R Documentation
Extract GARCH model fitted values
Description
Extracts fitted values from a fitted GARCH object.
Details
The method for "fGARCH" objects extracts the @fitted
value slot from an object of class "fGARCH" as returned by the
function garchFit.
Methods
Methods for fitted defined in package fGarch:
- object = "fGARCH"
-
Extractor function for fitted values.
Author(s)
Diethelm Wuertz for the Rmetrics R-port
See Also
predict,
residuals,
garchFit,
class fGARCH,
plot
Examples
## see examples for 'residuals()'
fGarch documentation built on May 29, 2024, 8:30 a.m.
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| fitted-methods | R Documentation |
Extract GARCH model fitted values
Description
Extracts fitted values from a fitted GARCH object.
Details
The method for "fGARCH" objects extracts the @fitted
value slot from an object of class "fGARCH" as returned by the
function garchFit.
Methods
Methods for fitted defined in package fGarch:
- object = "fGARCH"
-
Extractor function for fitted values.
Author(s)
Diethelm Wuertz for the Rmetrics R-port
See Also
predict,
residuals,
garchFit,
class fGARCH,
plot
Examples
## see examples for 'residuals()'
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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