sigma.tsissm.estimate {tsissm} | R Documentation |
The Standard Deviation of the model
Description
The Standard Deviation of the model
Usage
## S3 method for class 'tsissm.estimate'
sigma(object, ...)
Arguments
object |
an object of class “tsissm.estimate”. |
... |
none. |
Value
If the model was estimated using dynamic variance (GARCH model), then an xts matrix is returned with the estimated GARCH volatility else the estimated standard deviation of the residuals in the case of constant variance.
[Package tsissm version 1.0.2 Index]