methods-plot: GARCH plot methods

In fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

GARCH plot methods

Description

Plot methods for GARCH modelling.

Usage

## S4 method for signature 'fGARCH,missing'
plot(x, which = "ask", ...)

Arguments

x	an object of class "fGARCH".
which	a character string or a vector of positive denoting which plot should be displayed, see section ‘Details’.
...	optional arguments to be passed.

Details

The plot method for "fGARCH" objects offers a selection of diagnostic, exploratory, and presentation plots from a menu. Argument which can be used to request specific plots, which is particularly useful in scripts.

The generic function plot allows to display 13 graphs:

Time SeriesPlot

Conditional Standard Deviation Plot

Series Plot with 2 Conditional SD Superimposed

Autocorrelation function Plot of Observations

Autocorrelation function Plot of Squared Observations

Cross Correlation Plot

Residuals Plot

Conditional Standard Deviations Plot

Standardized Residuals Plot

ACF Plot of Standardized Residuals

ACF Plot of Squared Standardized Residuals

Cross Correlation Plot between $r^2$ and r

Quantile-Quantile Plot of Standardized Residuals

Author(s)

Diethelm Wuertz for the Rmetrics R-port

See Also

fGARCH method for tsdiag,

garchFit, class fGARCH,

predict, fitted, residuals

plot

Examples

## garchSim -
   # Default Garch(1,1) Model:
   x = garchSim(n = 200)
   head(x) 

## garchFit - 
   fit = garchFit(formula = ~ garch(1, 1), data = x, trace = FALSE)
   
## Batch Plot:
   plot(fit, which = 3)
   
## Not run: 
## Plot:
   # Interactive Plot:
   plot(fit) 

## End(Not run)

fGarch documentation built on Oct. 15, 2023, 5:06 p.m.