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methods-plot

GARCH Plot Methods

Description

Plot methods for GARCH Modelling.

Usage

## S4 method for signature 'fGARCH,missing'
plot(x, which = "ask", ...)

Arguments

x

an object of class "fREG"

which

a character string denoting which plot should be displayed.

...

optional arguments to be passed.

Details

The generic function plot allows to display 13 graphs. These are the

Time SeriesPlot
Conditional Standard Deviation Plot
Series Plot with 2 Conditional SD Superimposed
Autocorrelation function Plot of Observations
Autocorrelation function Plot of Squared Observations
Cross Correlation Plot
Residuals Plot
Conditional Standard Deviations Plot
Standardized Residuals Plot
ACF Plot of Standardized Residuals
ACF Plot of Squared Standardized Residuals
Cross Correlation Plot between $r^2$ and r
Quantile-Quantile Plot of Standardized Residuals

Methods

x = "ANY", y = "ANY"

Generic function.

x = "fGARCH", y = "missing"

Plot function for objects of class "fGARCH".

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

Examples

## garchSim -
   # Default Garch(1,1) Model:
   x = garchSim(n = 200)
   head(x) 

## garchFit - 
   fit = garchFit(formula = ~ garch(1, 1), data = x, trace = FALSE)
   
## Batch Plot:
   plot(fit, which = 3)
   
## Not run: 
## Plot:
   # Interactive Plot:
   plot(fit) 

## End(Not run)
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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