fit_test_suite,fEGarch_fit-method {fEGarch} | R Documentation |
Post-Estimation Fit-Tests
Description
Apply a collection of fit-tests, including a weighted Ljung-Box test for the simple and the squared standardized residuals, a sign-bias test, and an adjusted Pearson goodness-of-fit test.
Usage
## S4 method for signature 'fEGarch_fit'
fit_test_suite(
object,
args_lbt = list(),
args_sbt = list(),
args_goft = list(),
silent = FALSE,
...
)
Arguments
object |
an object of class |
args_lbt |
a list of changes to make to the default argument settings in
|
args_sbt |
a list of changes to make to the default argument settings in
|
args_goft |
a list of changes to make to the default argument settings in
|
silent |
a logical indicating whether or not to print the test results in a well-formatted manner to the console. |
... |
currently without purpose. |
Value
Returns a list with the four test results invisibly.
Examples
window.zoo <- get("window.zoo", envir = asNamespace("zoo"))
rt <- window.zoo(SP500, end = "2002-12-31")
spec <- fEGarch_spec()
model <- fEGarch(spec, rt)
fit_test_suite(model)
[Package fEGarch version 1.0.1 Index]