Extract GARCH Model formula
Extracts formula from a formula GARCH object.
The function extracts the
@formula expression slot from
an object of class
"fGARCH" as returned by the function
Note, the returned formula has always a left hand
side. If the argument
data was an univariate time series
and no name was specified to the series, then the left hand side
has assigned the name of the data.set. In the multivariate case
data object must always have column names,
otherwise the fitting will be stopped and you get the error
The class of the returned value depends on the input to the
garchFit who created the object. The returned
value is always of the same class as the input object to the
data in the function
garchFit, i.e. if
you fit a
"timeSeries" object, you will get back from
fitted also a
if you fit an object of class
"zoo", you will get back
"zoo" object. The same holds for a
vector, for a
"data.frame", and for objects of class
In contrast, the slot itself returns independent of the class
of the data input always a numceric vector, i.e. the function
slot(object, "fitted") will return a numeric vector.
- object = "ANY"
- object = "fGARCH"
Extractor function for formula expression.
formula is a generic function which extracts the formula
expression from objects returned by modeling functions.
Diethelm Wuertz for the Rmetrics R-port.
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## garchFit - fit = garchFit(~garch(1, 1), data = garchSim()) ## formula - formula(fit) ## A Bivariate series and mis-specified formula: x = garchSim(n = 500) y = garchSim(n = 500) z = cbind(x, y) colnames(z) class(z) ## Not run: garchFit(z ~garch(1, 1), data = z, trace = FALSE) ## End(Not run) # Returns: # Error in .garchArgsParser(formula = formula, data = data, trace = FALSE) : # Formula and data units do not match. ## Doubled column names in data set - formula can't fit: colnames(z) <- c("x", "x") z[1:6,] ## Not run: garchFit(x ~garch(1, 1), data = z, trace = FALSE) ## End(Not run) # Again the error will be noticed: # Error in garchFit(x ~ garch(1, 1), data = z) : # Column names of data are not unique. ## Missing column names in data set - formula can't fit: z.mat <- as.matrix(z) colnames(z.mat) <- NULL z.mat[1:6,] ## Not run: garchFit(x ~ garch(1, 1), data = z.mat, trace = FALSE) ## End(Not run) # Again the error will be noticed: # Error in .garchArgsParser(formula = formula, data = data, trace = FALSE) : # Formula and data units do not match
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