fitted.tsmarch function

Extract Model Fitted Values

Extract the fitted values from an object.

## S3 method for class 'cgarch.estimate'
fitted(object, ...)

## S3 method for class 'cgarch.simulate'
fitted(object, ...)

## S3 method for class 'cgarch.predict'
fitted(object, ...)

## S3 method for class 'dcc.estimate'
fitted(object, ...)

## S3 method for class 'dcc.simulate'
fitted(object, ...)

## S3 method for class 'dcc.predict'
fitted(object, ...)

## S3 method for class 'gogarch.estimate'
fitted(object, ...)

## S3 method for class 'gogarch.predict'
fitted(object, ...)

## S3 method for class 'gogarch.simulate'
fitted(object, ...)

Arguments

• object: an object from one of the estimated, simulated or predicted model classes in the package.
• ...: not currently used.

Returns

For an estimated object an xts matrix of the fitted values (either zero or a constant), else for simulated or predicted objects a horizon x n_series x n_draws array of the distributional values. The array output includes attributes such as the date index (for the predicted object), horizon, n_draws and series names.