Extracts formula from a formula GARCH object.
formula is a generic function which extracts the formula
expression from objects returned by modeling functions.
"fGARCH" method extracts the
slot from an object of class
"fGARCH" as returned by the
The returned formula has always a left hand side. If the argument
data was an univariate time series and no name was specified to
the series, then the left hand side is assigned the name of the
data.set. In the multivariate case the rectangular
must always have column names, otherwise the fitting will be stopped
with an error message
The class of the returned value depends on the input to the
garchFit who created the object. The returned
value is always of the same class as the input object to the
data in the function
garchFit, i.e. if
you fit a
"timeSeries" object, you will get back from
fitted also a
if you fit an object of class
"zoo", you will get back
"zoo" object. The same holds for a
vector, for a
"data.frame", and for objects of class
In contrast, the slot itself returns independent of the class
of the data input always a numeric vector, i.e. the function
slot(object, "fitted") will return a numeric vector.
formula defined in package fGarch:
Extractor function for formula expression.
(GNB) Contrary to the description of the returned value of the
"fGARCH" method, it is always
TODO: either implement the documented behaviour or fix the documentation.
Diethelm Wuertz for the Rmetrics R-port
## garchFit - fit = garchFit(~garch(1, 1), data = garchSim(), trace = FALSE) ## formula - formula(fit) ## A Bivariate series and mis-specified formula: x = garchSim(n = 500) y = garchSim(n = 500) z = cbind(x, y) colnames(z) class(z) ## Not run: garchFit(z ~garch(1, 1), data = z, trace = FALSE) ## End(Not run) # Returns: # Error in .garchArgsParser(formula = formula, data = data, trace = FALSE) : # Formula and data units do not match. ## Doubled column names in data set - formula can't fit: colnames(z) <- c("x", "x") z[1:6,] ## Not run: garchFit(x ~garch(1, 1), data = z, trace = FALSE) ## End(Not run) # Again the error will be noticed: # Error in garchFit(x ~ garch(1, 1), data = z) : # Column names of data are not unique. ## Missing column names in data set - formula can't fit: z.mat <- as.matrix(z) colnames(z.mat) <- NULL z.mat[1:6,] ## Not run: garchFit(x ~ garch(1, 1), data = z.mat, trace = FALSE) ## End(Not run) # Again the error will be noticed: # Error in .garchArgsParser(formula = formula, data = data, trace = FALSE) : # Formula and data units do not match
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