One more thing on fGarch

[Pierre Chaussé]

Hi,

I have one more question. If I exécute the following commands

require(fGarch)
spec=garchSpec(model=list(omega=2,alpha=.4,beta=.55,mu=5,ar=.9,ma=.5))
set.seed(123)
x <- garchSim(spec,n=500)
res_g <- garchFit(~arma(1,1)+garch(1,1),trace=FALSE,x)
plot(res_g,which=3)

It produces the included graph.

Why is the +- 2 * SD arround zero and not arround the series? The 
purpose of this graph is not to have an confidence interval?


Thank you


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