extract-fGARCH-method: 'extract' method for 'fGARCH' objects

extract,fGARCH-methodR Documentation

extract method for fGARCH objects

Description

extract method for fGARCH objects created by the garchFit function in the fGarch package.

Usage

## S4 method for signature 'fGARCH'
extract(
  model,
  include.nobs = TRUE,
  include.aic = TRUE,
  include.loglik = TRUE,
  ...
)

Arguments

model

A statistical model object.

include.nobs

Report the number of observations in the GOF block?

include.aic

Report Akaike's Information Criterion (AIC) in the GOF block?

include.loglik

Report the log likelihood in the GOF block?

...

Custom parameters, which are handed over to subroutines. Currently not in use.


texreg documentation built on Sept. 11, 2024, 6:41 p.m.