garchReports             package:fGarch             R Documentation

_G_A_R_C_H _R_e_p_o_r_t_s _a_n_d _G_r_a_p_h_s

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

     Creates reports and graphs of a GARCH modelling process.

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

     show.fGARCH(object)

     ## S3 method for class 'fGARCH':
     plot(x, which = "ask", ...)
     ## S3 method for class 'fGARCH':
     summary(object, ...)

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

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

   which: if 'which' is set to '"ask"' the function will  interactively
          ask which plot should be displayed. This is the default value
          and then those plots will be displayed for which the elements
          in the logical vector 'which' ar set to 'TRUE'; by default
          all four elements are set to '"all"'. 

     ...: 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)

