residuals.tsgarch.estimate {tsgarch} | R Documentation |
Extract Model Residuals
Description
Extract the residuals of the estimated model.
Usage
## S3 method for class 'tsgarch.estimate'
residuals(object, standardize = FALSE, ...)
## S3 method for class 'tsgarch.multi_estimate'
residuals(object, standardize = FALSE, ...)
Arguments
object |
an object of class “tsgarch.estimate” or “tsgarch.multi_estimate”. |
standardize |
logical. Whether to standardize the residuals by the conditional volatility. |
... |
not currently used. |
Value
An xts vector of the model residuals for the univariate type objects. In the case of a multi-estimate object, a list of xts vectors is returned if the individual univariate objects have unequal indices, else an xts matrix is returned. Note that If the model had no constant in the conditional mean equation then this just returns the original data (which is assumed to be zero mean noise).
[Package tsgarch version 1.0.3 Index]