[R-SIG-Finance] S_plus

[Guy Yollin]

The fitted values can be obtained using the extractor function fitted as
in fitted(fit) given your example below.

Note, the fitted values can also be calculated by fit$series -
fit$residuals which is what the extractor function returns.

Hope this is what you're looking for.

-- G

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of
babel at centrum.sk
Sent: Friday, February 15, 2008 12:58 PM
To: R-SIG-Finance
Subject: [R-SIG-Finance] S_plus

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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