fitted: Extract Model Fitted Values

fitted.tsgarch.estimateR Documentation

Extract Model Fitted Values

Description

Extract the fitted values of the estimated model.

Usage

## S3 method for class 'tsgarch.estimate'
fitted(object, ...)

## S3 method for class 'tsgarch.multi_estimate'
fitted(object, ...)

Arguments

object

an object of class “tsgarch.estimate” or “tsgarch.multi_estimate”.

...

not currently used.

Value

An xts vector of the fitted values for the univariate type objects. In the case of a multi-estimate object, a list of xts vectors is returned if the individual univariate objects have unequal indices, else an xts matrix is returned.


tsgarch documentation built on Oct. 12, 2024, 1:07 a.m.