garchReports {fGarch} | R Documentation |
Creates reports and graphs of a GARCH modelling process.
show.fGARCH(object) ## S3 method for class 'fGARCH': plot(x, which = "ask", ...) ## S3 method for class 'fGARCH': summary(object, ...)
object, x |
an object of class fGARCH as returned from the
function garchFit() .
|
which |
if which is set to "ask" the function will
interactively ask which plot should be displayed. This is
the default value and then those plots will
be displayed for which the elements in the logical vector
which ar set to TRUE ; by default all four
elements are set to "all" .
|
... |
additional arguments to be passed. |
Diethelm Wuertz for the Rmetrics R-port.
## garchSpec - spec = garchSpec() spec ## garchSim - x = garchSim(model = spec@model, n = 500) head(x) ## garchFit - # fit = garchFit(~garch(1, 1), data = x) # print(fit) ## Interactive Plot: ## plot(fit) ## Batch Plot: # plot(fit, which = 3) # summary(fit)