sign_bias_test,fEGarch_fit-method {fEGarch} | R Documentation |
Sign Bias Test
Description
Apply a sign bias test to check the standardized residuals of a fitted model from this package for remaining significant sign effects.
Usage
## S4 method for signature 'fEGarch_fit'
sign_bias_test(object, silent = FALSE, ...)
Arguments
object |
an object |
silent |
a logical value reflecting whether or not test results should be printed in a well-formatted manner to the console. |
... |
currently without use. |
Value
Returns a numeric matrix 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)
sign_bias_test(model)
[Package fEGarch version 1.0.1 Index]