[R] standartized residuals in garchFit function

justina justina.petkeviciute at gmail.com
Tue May 15 18:29:01 CEST 2012


Hello,

I would be very grateful if someone answers my question. I am using garchFit
function to model my data, and by summary of the model are given
characteristics of standartized residuals. But to get I can only simple
residuals (with model at residuals). How to get the standartized residuals or
how to standartize model at residuals (in R I found only how to standartize S3
objects (with rstandard) but not S4)

thank you in advance
with best wishes
J. 

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