[R] GARCH message 75
Joe Byers
joe-byers at utulsa.edu
Sun Jun 25 06:05:44 CEST 2006
All,
You might check out the @ operator on Classes and objects. I can find
no documentation on this but if you look at code in fseries or fbasic in
the method fARMA.summary. You will find where the object fit in the
returned object is access using the @ operator.
object <- x at fit
ans$coefmat <- cbind(format(object$coef,digits=digits),
format(object$se.coef,digits=digits),
format(tval,digits=digits),
prob=format.pval(prob,digits=digits))
where x is the from x<-armaFit(....). This I believe would be the same
for the GARCH results.
Note the format.pval on the prob. This is important because if you do
not do this you will get 0 for small pvalues. I learned this by looking
at the code of the pretty printing functions so I can save only results
that I want from multiple models runs. You also can then to wald test
and LL ratio tests on the models.
Good luck
Joe
More information about the R-help
mailing list