fitted.tsmarch: Extract Model Fitted Values

In tsmarch: Multivariate ARCH Models

Extract Model Fitted Values

Description

Extract the fitted values from an object.

Usage

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

## S3 method for class 'cgarch.simulate'
fitted(object, ...)

## S3 method for class 'cgarch.predict'
fitted(object, ...)

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

## S3 method for class 'dcc.simulate'
fitted(object, ...)

## S3 method for class 'dcc.predict'
fitted(object, ...)

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

## S3 method for class 'gogarch.predict'
fitted(object, ...)

## S3 method for class 'gogarch.simulate'
fitted(object, ...)

Arguments

object	an object from one of the estimated, simulated or predicted model classes in the package.
...	not currently used.

Value

For an estimated object an “xts” matrix of the fitted values (either zero or a constant), else for simulated or predicted objects a horizon x n_series x n_draws array of the distributional values. The array output includes attributes such as the date index (for the predicted object), horizon, n_draws and series names.

tsmarch documentation built on April 3, 2025, 7:40 p.m.