spARCH_class: Output of Quasi-Maximum-Likelihood Estimation
In spGARCH: Spatial ARCH and GARCH Models (spGARCH)
spARCH R Documentation
Output of Quasi-Maximum-Likelihood Estimation
Description
The spARCH class is a class generated by the estimation functions qml.spARCH or qml.SARspARCH comprising the results of the quasi-maximum-likelihood estimation.
Methods
Several generic methods for summarizing the results are available:
plot(spARCH_object)plot.spARCH - Descriptive plots for residuals of a fitted spatial ARCH model
summary(spARCH_object)summary.spARCH - The function returns a summary of the model fit of a spatial ARCH model
fitted(spARCH_object)fitted.spARCH - The function extracts the fitted values of a spatial ARCH model.
spGARCH documentation built on April 11, 2025, 5:51 p.m.
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| spARCH | R Documentation |
Output of Quasi-Maximum-Likelihood Estimation
Description
The spARCH class is a class generated by the estimation functions qml.spARCH or qml.SARspARCH comprising the results of the quasi-maximum-likelihood estimation.
Methods
Several generic methods for summarizing the results are available:
plot(spARCH_object)plot.spARCH- Descriptive plots for residuals of a fitted spatial ARCH modelsummary(spARCH_object)summary.spARCH- The function returns a summary of the model fit of a spatial ARCH modelfitted(spARCH_object)fitted.spARCH- The function extracts the fitted values of a spatial ARCH model.
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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