methods-fitted function

Extract GARCH model fitted values

Extracts fitted values from a fitted GARCH object. methods

Methods

Methods for fitted defined in package fGarch:

• object = "fGARCH": Extractor function for fitted values.

Details

The method for "fGARCH" objects extracts the @fitted

value slot from an object of class "fGARCH" as returned by the function garchFit.

Author(s)

Diethelm Wuertz for the Rmetrics -port

See Also

predict, residuals, garchFit, class fGARCH,

plot

Examples

## see examples for 'residuals()'