Description Objects from the Class Slots Methods Author(s)

The class 'fREG' represents a fitted model of an heteroskedastic time series process.

Objects can be created by calls of the function `regFit`

.
The returned object represents parameter estimates of linear and
generalized linear models.

`call`

:Object of class

`"call"`

: the call of the`garch`

function.`formula`

:Object of class

`"formula"`

: the formula used in parameter estimation.`family`

:Object of class

`"character"`

: the family objects provide a convenient way to specify the details of the models used by function`grefFit`

For details we refer to the documentation for the function`glm`

in R's base package on how such model fitting takes place.`method`

:Object of class

`"character"`

: a string denoting the regression model in use, i.e. one of those listed in the`use`

argument of the function`regFit`

or`gregFit`

.`data`

:Object of class

`"list"`

: a list with at least two entries named`x`

containing the data frame used for the estimation, and`data`

with the object of the rectangular input data.`fit`

:Object of class

`"list"`

: a list with the results from the parameter estimation. The entries of the list depend on the selected algorithm, see below.`residuals`

:Object of class

`"numeric"`

: a numeric vector with the residual values.`fitted`

:Object of class

`"numeric"`

: a numeric vector with the fitted values.`title`

:Object of class

`"character"`

: a title string.`description`

:Object of class

`"character"`

: a string with a brief description.

- show
`signature(object = "fREG")`

: prints an object of class 'fREG'.- plot
`signature(x = "fREG", y = "missing")`

: plots an object of class 'fREG'.- summary
`signature(object = "fREG")`

: summarizes results and diagnostic analysis of an object of class 'fREG'.- predict
`signature(object = "fREG")`

: forecasts mean and volatility from an object of class 'fREG'.- fitted
`signature(object = "fREG")`

: extracts fitted values from an object of class 'fREG'.- residuals
`signature(object = "fREG")`

: extracts fresiduals from an object of class 'fREG'.- coef
`signature(object = "fREG")`

: extracts fitted coefficients from an object of class 'fREG'.- formula
`signature(x = "fREG")`

: extracts formula expression from an object of class 'fREG'.

Diethelm Wuertz and Rmetrics Core Team.

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