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methods-coef

GARCH Coefficients Methods

Description

Coefficients methods for GARCH Modelling.

Methods

object = "ANY"

Generic function.

object = "fGARCH"

Extractor function for coefficients from a fitted GARCH model.

object = "fGARCHSPEC"

Extractor function for coefficients from a GARCH specification structure.

Note

coef is a generic function which extracts coefficients from objects returned by modeling functions.

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

Examples

## garchSpec -
   # Use default parameters beside alpha:
   spec = garchSpec(model = list(alpha = c(0.05, 0.05)))
   spec
   coef(spec)
   
## garchSim -
   # Simulate an univariate "timeSeries" series
   x = garchSim(spec, n = 200)
   x = x[,1]
  
## garchFit - 
   fit = garchFit( ~ garch(1, 1), data = x)
   
## coef - 
   coef(fit)
fGarch

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

v3042.83.2
GPL (>= 2)
Authors
Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb], Chris Boudt [ctb], Pierre Chausse [ctb], Michal Miklovac [ctb]
Initial release
2017-11-12

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