robustGARCH-summary: Summary for robustGARCH class

In EchoRLiu/robustGarch: Robust Garch(1,1) Model

Summary for robustGARCH class

Description

Summary for robustGARCH S3 class

Usage

## S3 method for class 'robustGARCH'
summary(object, digits = 3, ...)

## S3 method for class 'robustGARCH'
print(x, digits = 3, ...)

## S3 method for class 'robustGARCH'
plot(
  x,
  digits = 3,
  estimation_pos = "topleft",
  line_name_pos = "topright",
  par_ = par(no.readonly = TRUE),
  pctReturn_ = TRUE,
  abs_ = TRUE,
  original_ = FALSE,
  main_name = "Conditional Volatility (vs |pctReturns(%)|)",
  ...
)

## S3 method for class 'robustGARCH'
coef(object, ...)

aef(fit, nu = 5)

Arguments

object	Same as fit, for summary.robustGARCH
digits	the number of digits for print and plot, default is 3.
...	# to be written
x	Same as fit, for plot.robustGARCH and print.robustGARCH
estimation_pos	string that determines the legend position that specifies gamma, alpha, beta estimations. Choice of "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright", "right" and "center". Default is "topleft".
line_name_pos	string that determines the legend position that specifies the names of lines in the plot. Choice of "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright", "right" and "center". Default is "topright".
par_	graphical parameters that can be set, which is in the form of par(...). The default is par(no.readonly = TRUE).
pctReturn_	a logical argument. IF TRUE, the plot function will plot the returns in percentage instead of original. Default is TRUE.
abs_	a logical argument, when TRUE, the plot function will plot abs(returns) with conditional standard deviation instead of returns, default to TRUE.
original_	a logical argument. If TRUE, the original return will be plotted. Default is FALSE
main_name	the title of the plot, default is "Conditional SD (vs returns)"
fit	A robustGARCH fit object of class robGarch
nu	degrees of freedom in a Student's t-distribution.

Examples

data("gspc")
fit <- robGarch(gspc, fitMethod="BM", robTunePars = c(0.8, 3.0),
                optChoice="Rsolnp", SEmethod = "numDeriv")
summary(fit)
print(fit)
plot(fit)
coef(fit)

EchoRLiu/robustGarch documentation built on Jan. 7, 2025, 11:19 p.m.