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 fEGarch, garchm_estim, predict (for sigt and cmeans) or predict_roll (for sigt and cmeans).

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)


[Package fEGarch version 1.0.1 Index]