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\name{coef-methods}
\docType{methods}
\alias{coef-methods}
\alias{coef,ANY-method}
\alias{coef,fGARCH-method}
\alias{coef,fGARCHSPEC-method}
\title{GARCH Coefficients Methods}
\description{
Coefficients methods for GARCH Modelling.
}
\section{Methods}{
\describe{
\item{object = "ANY"}{
Generic function.
}
\item{object = "fGARCH"}{
Extractor function for coefficients from a fitted
GARCH model.
}
\item{object = "fGARCHSPEC"}{
Extractor function for coefficients from a GARCH
specification structure.
}
}
}
\note{
\code{coef} is a generic function which extracts coefficients
from objects returned by modeling functions.
}
\author{
Diethelm Wuertz for the Rmetrics \R-port.
}
\examples{
## garchSpec -
# Use default parameters beside alpha:
spec = garchSpec(model = list(alpha = c(0.05, 0.05)))
spec
coef(spec)
## garchSim -
# Simulate an univariate "timeSeries" series
x = garchSim(spec, n = 200)
x = x[,1]
## garchFit -
fit = garchFit( ~ garch(1, 1), data = x)
## coef -
coef(fit)
}
\keyword{models}
|
