methods-fitted: Extract GARCH model fitted values

fitted-methodsR Documentation

Extract GARCH model fitted values

Description

Extracts fitted values from a fitted GARCH object.

Details

The method for "fGARCH" objects extracts the @fitted value slot from an object of class "fGARCH" as returned by the function garchFit.

Methods

Methods for fitted defined in package fGarch:

object = "fGARCH"

Extractor function for fitted values.

Author(s)

Diethelm Wuertz for the Rmetrics R-port

See Also

predict, residuals, garchFit, class fGARCH,

plot

Examples

## see examples for 'residuals()'

fGarch documentation built on Feb. 4, 2024, 3:01 a.m.