[R] aparchFit()$fitted.value
Diethelm Wuertz
wuertz at itp.phys.ethz.ch
Sun Sep 26 22:59:37 CEST 2004
Indeed, fitted.values and residuals methods are missing for aparch. They
are only available
for garch. This was not properly expressed in the help page.
Since I'm writing a complete new package for ARCH and related models
using S4 methods
the methods will be available in the new package. In the old package the
methods will not
be added for aparch. I made a notice in the help page.
Regards Diethelm
Lisa wrote:
>Dear R people,
>I'm not able to have the component residuals, fitted.value ....from an
>aparchFit() estimation as explain in the Value of aparchFit Help, package
>fSeries.
>
>Could someone help me?
>Thanks in advance.
>Lisa
>
>______________________________________________
>R-help at stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>
>
>
More information about the R-help
mailing list