plot,fEGarch_fit,ANY-method {fEGarch} | R Documentation |
Plot Method for Showing Fitting Step Results
Description
This is method for producing various plots of the estimation results returned by this package.
Usage
## S4 method for signature 'fEGarch_fit,ANY'
plot(x, y = NULL, which = NULL, ...)
Arguments
x |
an object returned by the fitting functions of this package,
for example by |
y |
for compatibility but without use. |
which |
various plots can be selected either via a keyword or a number;
enter |
... |
further arguments to pass to |
Details
Create predefined standard plots of the estimation objects returned by the
fEGarch
package.
Plots are created in the base R plot style. The type of plot can be chosen
either interactively from the console, or the argument which
can be
used to directly select the kind of plot to create (see also the description
of the argument which
) within the function call.
Value
A graphic is created in the plots windows, the function itself, however,
returns NULL
.
Author(s)
Dominik Schulz (Research Assistant) (Department of Economics, Paderborn University),
Author and Package Creator
Examples
window.zoo <- get("window.zoo", envir = asNamespace("zoo"))
rt <- window.zoo(SP500, end = "2002-12-31")
# Pure conditional volatility model
spec <- fEGarch_spec()
model <- fEGarch(spec, rt)
plot(model, which = 3)