Thank you Babel,

I tried what you have suggested and got the following message:

Error: trying to get slot "fitted" from an object (class "ts") that is not an S4 object 

Wondering if you have any ideas on what is the problem.

Best regards,

Mohammad
--- On Mon, 4/6/09, babel@centrum.sk <babel@centrum.sk> wrote:

From: babel@centrum.sk <babel@centrum.sk>
Subject: Re: [R-SIG-Finance] Problem with Extracting Fitted Values from fGarchpackage
To: mohammad_sabr@yahoo.com
Date: Monday, April 6, 2009, 7:24 PM

Dear Mohammad
Try 
fitted_TASI@fitted 
- for a numeric vector with the fitted values. For other values, such a residuals or standard deviation see the help for garchFit
______________________________________________________________

> Komu: r-sig-finance@stat.math.ethz.ch
> Datum: 06.04.2009 21:37
> Předmět: [R-SIG-Finance] Problem with Extracting Fitted Values from fGarchpackage
>
>Good day everyone,
>
>Just to let you know I sent this message to the R-help and Patrick Burns
advised me to send my inquiry to this forum.
>
>Using the fGarch package, I fitted a GARCH model to a time series and
R estimated the model and provide me with the estimates. However, when I
tried to extract the fitted values from the estimated model I got the
following error message:
>
>"Error in .local(object, ...) : object "fit" not found"
> 
>I used the following to extract the fitted values 
>
>fitted_TASI <- fitted(garchFit(~ garch(1,1), residuals_TASI, trace =
TRUE, include.mean = FALSE))
> 
>since the fGarch pack manual indicates that we could use the function
"fitted" to extract the fitted values.
> 
>Can someone please advice me with the reason that I am getting this error
message.
> 
>Best regards,
> 
>Mohammad
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>
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