fGarch: methods-show – R documentation

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methods-show

GARCH Modelling Show Methods

Description

Show methods for GARCH Modelling.

Methods

object = "ANY": Generic function.
object = "fGARCH": Print function for objects of class "fGARCH".
object = "fGARCHSPEC": Print function for objects of class "fGARCH".

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

Examples

## garchSpec -
   spec = garchSpec()
   print(spec)

## garchSim -
   x = garchSim(spec, n = 500) 

## garchFit - 
   fit = garchFit(~ garch(1, 1), data = x)
   print(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