[R-SIG-Finance] How to access rugarch output object ?

John Writer john@d@writer @ending from gm@il@com
Mon Nov 26 15:56:14 CET 2018


Hi There,

I am trying to write a script which is essentially a "for loop" where I run
rugarch and then pick specific parameter values from it and feed them to
another vector/function. This needs to happen several times.

As of now, I can see that the ugarchfit (rugarch) output is broken into
section and I can access a specific section using the $ operator. But I
could not access the specfic parameter value. To be more specific, how do I
pick the alpha1 value from the ugarchfit output object via an R script ?

More generally, is this possible for other R packages (e.g. pick the VaR
value from PerformanceAnalytics package) ?

Please advise.

Thanks.

	[[alternative HTML version deleted]]



More information about the R-SIG-Finance mailing list