R/methods-formula.R

In fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

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# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
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# GNU Library General Public License for more details.
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# FUNCTION:               DESCRIPTION:
#  formula.fGARCH             Extracts 'fGarch' Model formulaficients
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setMethod(f = "formula", signature(x = "fGARCH"), definition =  
    function(x) 
{   
    # A function implemented by Diethelm Wuertz
    
    # Description:  
    #   Extracts 'fGarch' Model formula
    
    # Arguments:
    #   x - an object of class fGarch as returned by the function
    #       garchFit
    
    # FUNCTION:
    
    # Numeric vector of fitted values:
    ans = slot(x, "formula")
    
    # Return Value:
    ans
})


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