residuals,fEGarch_fit-method {fEGarch} | R Documentation |
Extract Standardized Residuals
Description
An alternative to etat,fEGarch_fit-method
to extract
standardized residuals from an estimation object
in this package.
Usage
## S4 method for signature 'fEGarch_fit'
residuals(object)
Arguments
object |
an object either of class |
Details
Extract fitted standardized residuals from an estimation object in this package.
Value
The element within the input object with name etat
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, end = "2002-12-31")
model <- fEGarch(egarch_spec(), rt, n_test = 250)
residuals(model)
[Package fEGarch version 1.0.1 Index]