accessor_methods {fEGarch} | R Documentation |
Methods for Accessing Model Estimation and Forecasting Output Elements
Description
Accessors to access the elements of the same name in
output objects returned by either fEGarch
,
garchm_estim
, predict
or predict_roll
.
Usage
## S4 method for signature 'fEGarch_fit'
sigt(x)
## S4 method for signature 'fEGarch_fit'
cmeans(x)
## S4 method for signature 'fEGarch_fit'
etat(x)
## S4 method for signature 'fEGarch_fit'
inf_criteria(x)
## S4 method for signature 'fEGarch_fit'
llhood(x)
## S4 method for signature 'fEGarch_fit'
pars(x)
## S4 method for signature 'fEGarch_fit'
se(x)
## S4 method for signature 'fEGarch_fit'
vcov_mat(x)
## S4 method for signature 'fEGarch_forecast'
sigt(x)
## S4 method for signature 'fEGarch_forecast'
cmeans(x)
Arguments
x |
an object returned by either |
Details
Convenience methods to access the elements of the same name
that can otherwise be accessed via the operator @
within
objects that inherit from class "fEGarch_fit"
, which covers
objects returned by either fEGarch
,
garchm_estim
, predict
(for sigt
and cmeans
)
or predict_roll
(for sigt
and cmeans
).
As alternatives for sigt
, cmeans
and etat
, see also
sigma,fEGarch_fit-method
, fitted,fEGarch_fit-method
and residuals,fEGarch_fit-method
.
Value
The element within the input object of the same name as the method
is returned. Depending on the element that can be a numeric vector,
an object of class "zoo"
or a numeric matrix.
Examples
window.zoo <- get("window.zoo", envir = asNamespace("zoo"))
rt <- window.zoo(SP500, start = "2010-01-01", end = "2012-12-31")
est <- fEGarch(egarch_spec(), rt)
# Access estimated conditional standard deviations using
# the common operator "@" ...
sigt1 <- est@sigt
# ... or use the accessor method "sigt()"
sigt2 <- sigt(est)
zoo::plot.zoo(
cbind("Approach 1" = sigt1, "Approach 2" = sigt2)
)
# Other methods
cmeans(est)
etat(est)
inf_criteria(est)
llhood(est)
pars(est)
se(est)
vcov_mat(est)