Extracts fitted values from a fitted GARCH object.
The function extracts the @fitted
value slot from an
object of class "fGARCH"
as returned by the function
garchFit
.
The class of the returned value depends on the input to the
function garchFit
who created the object. The returned
value is always of the same class as the input object to the
argument data
in the function garchFit
, i.e. if
you fit a "timeSeries"
object, you will get back from
the function fitted
also a "timeSeries"
object,
if you fit an object of class "zoo"
, you will get back
again a "zoo"
object. The same holds for a "numeric"
vector, for a "data.frame"
, and for objects of class
"ts", "mts"
.
In contrast, the slot itself returns independent of the class
of the data input always a numceric vector, i.e. the function
call rslot(object, "fitted")
will return a numeric vector.
Generic function.
Extractor function for fitted values.
fitted
is a generic function which extracts fitted values
from objects returned by modeling functions.
Diethelm Wuertz for the Rmetrics Rport.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19  ## Swiss Pension fund Index 
x = as.timeSeries(data(LPP2005REC))
## garchFit 
# Fit LPP40 Bechmark:
fit = garchFit(LPP40 ~ garch(1, 1), data = 100*x, trace = FALSE)
fit
## fitted 
# Fitted values are now a "timeSeries" oject:
fitted = fitted(fit)
head(fitted)
class(fitted)
## slot 
# The slot contains a numeric Vector:
fitted = slot(fit, "fitted")
head(fitted)
class(fitted)

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