[R-SIG-Finance] rmgarch package

[somaye mohebbi]

​​Hello Master
I'm financial mathematics student and I am working on a project using mvgarch and copulas.
So, I find your rmgarch package very usefull in my work.
First of all I want to thank you because of this usefull and applicable package,
then I have a quastion.I will be appreciate if you answer me.
when using cgarchsim , first we should specify time series in rugarch,and fit them with real datas then simulate in rmgarch.
It,s very important for me to know kurtosis and skewness of my simulated datas.
in sim1 using model$mpars there are stimated values and in it I see shape and skew.
Is it degree of freedom and skewness for simulated datas?
It,s different from skewness(sim1 using model$modeldata$data).
and there is no thing to show kurosis of datas.
I use dskewness and  3+dkurtosis to calculate these two features.Again It,s different.
I,m confused.would you help me.
Thanks a million

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