[R-SIG-Finance] S_plus

babel at centrum.sk babel at centrum.sk
Fri Feb 15 21:58:16 CET 2008


Hello.
Does anybody know where garch function in S_plus store the fitted values, like fit at fitted  in garchFit, package fGarch??
When I type  names(fit), I got this
[1] "residuals" "sigma.t" "df.residual" "coef" "model"
[6] "cond.dist" "likelihood" "opt.index" "cov"
[10] "prediction" "call" "asymp.sd" "series"

But I can find the variable, where is my for example AR1-GARCH 1.1 model hide?
Thanks



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