Extract GARCH Model formula
Extracts formula from a formula GARCH object.
The function extracts the @formula expression slot from
an object of class "fGARCH" as returned by the function
garchFit.
Note, the returned formula has always a left hand
side. If the argument data was an univariate time series
and no name was specified to the series, then the left hand side
has assigned the name of the data.set. In the multivariate case
the rectangular data object must always have column names,
otherwise the fitting will be stopped and you get the error
message
The class of the returned value depends on the input to the
function garchFit who created the object. The returned
value is always of the same class as the input object to the
argument data in the function garchFit, i.e. if
you fit a "timeSeries" object, you will get back from
the function fitted also a "timeSeries" object,
if you fit an object of class "zoo", you will get back
again a "zoo" object. The same holds for a "numeric"
vector, for a "data.frame", and for objects of class
"ts", "mts".
In contrast, the slot itself returns independent of the class
of the data input always a numceric vector, i.e. the function
call rslot(object, "fitted") will return a numeric vector.
Generic function.
Extractor function for formula expression.
formula is a generic function which extracts the formula
expression from objects returned by modeling functions.
Diethelm Wuertz for the Rmetrics R-port.
## garchFit -
fit = garchFit(~garch(1, 1), data = garchSim())
## formula -
formula(fit)
## A Bivariate series and mis-specified formula:
x = garchSim(n = 500)
y = garchSim(n = 500)
z = cbind(x, y)
colnames(z)
class(z)
## Not run:
garchFit(z ~garch(1, 1), data = z, trace = FALSE)
## End(Not run)
# Returns:
# Error in .garchArgsParser(formula = formula, data = data, trace = FALSE) :
# Formula and data units do not match.
## Doubled column names in data set - formula can't fit:
colnames(z) <- c("x", "x")
z[1:6,]
## Not run:
garchFit(x ~garch(1, 1), data = z, trace = FALSE)
## End(Not run)
# Again the error will be noticed:
# Error in garchFit(x ~ garch(1, 1), data = z) :
# Column names of data are not unique.
## Missing column names in data set - formula can't fit:
z.mat <- as.matrix(z)
colnames(z.mat) <- NULL
z.mat[1:6,]
## Not run:
garchFit(x ~ garch(1, 1), data = z.mat, trace = FALSE)
## End(Not run)
# Again the error will be noticed:
# Error in .garchArgsParser(formula = formula, data = data, trace = FALSE) :
# Formula and data units do not matchPlease choose more modern alternatives, such as Google Chrome or Mozilla Firefox.