inst/unitTests/runit.garch-methods.R

In fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

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# Copyrights (C)
# for this R-port: 
#   1999 - 2008, Diethelm Wuertz, Rmetrics Foundation, GPL
#   Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
#   info@rmetrics.org
#   www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
#   see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
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#   see Rmetrics's copyright file


################################################################################
# METHODS:                DESCRIPTION:
#  show.fGARCH             S4 print method for an object of class 'fGARCH'
#  summary.fGARCH          S3 summary method for an object of class 'fGARCH'
#  plot.fGARCH             S3 plot method for an object of class 'fGARCH'
#  residuals.fGARCH        S3 residuals method for an object of class 'fGARCH'
#  fitted.fGARCH           S3 fitted values for an object of class 'fGARCH'
#  predict.fGARCH          S3 prediction method for an object of class 'fGARCH'
# STATISTICS:             Description:
#  .truePersistence        Compute persistence
################################################################################


test.garch.methods.show <- 
    function()
{ 
    # show.fGARCH - S4 print method for an object of class 'fGARCH'
    
    # Garch(1,1) Default Model:
    x = garchSim(n = 250)
    
    # Fit:
    fit = garchFit( ~ garch(1,1), data = x, trace = FALSE)
    
    # Note:
    # Does also work:
    #   fit = garchFit(dem2gbp ~garch(1,1), data = dem2gbp, trace = FALSE)
    # Note:
    #   fit = garchFit(DEM2GBP ~garch(1,1), data = dem2gbp, trace = FALSE)
    #   [1] "DEM2GBP"
    #   [1] "dem2gbp"
    #   Error in .garchArgsParser(formula = formula, data = data, trace = FALSE) : 
    #     Formula and data units do not match.

    # Print:
    print(fit)
    show(fit)
    
    # Summary:
    summary(fit)
    
    # Return Value:
    return()    
} 


################################################################################