garchExtractors            package:fGarch            R Documentation

_G_A_R_C_H _E_x_t_r_a_c_t_o_r _F_u_n_c_t_i_o_n_s

_D_e_s_c_r_i_p_t_i_o_n:

     Extracts residuals and fitted values from a fitted GARCH object.

_U_s_a_g_e:

     ## S3 method for class 'fGARCH':
     residuals(object, ...)
     ## S3 method for class 'fGARCH':
     fitted(object, ...)

_A_r_g_u_m_e_n_t_s:

  object: an object of class 'fGARCH' as returned from the function
          'garchFit()'. 

     ...: additional arguments to be passed. 

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

_E_x_a_m_p_l_e_s:

     ## garchSpec -
        spec = garchSpec()
        spec

     ## garchSim -
        x = garchSim(model = spec@model, n = 500)
        head(x) 

     ## garchFit - 
        # fit = garchFit(~garch(1, 1), data = x)
        # print(fit)
        ## Interactive Plot:
        ## plot(fit)
        ## Batch Plot:
        # plot(fit, which = 3)
        # summary(fit)

