1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
|
\name{coef-methods}
\alias{coef-methods}
\docType{methods}
\alias{coef}
\alias{coef,fGARCH-method}
\alias{coef,fGARCHSPEC-method}
\title{GARCH coefficients methods}
\description{
Coefficients methods \code{coef()} for GARCH Models.
}
\section{Methods}{
Methods for \code{coef} defined in package \pkg{fGarch}:
\describe{
\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{\link{coef}} is a generic function which extracts coefficients
from objects returned by modeling functions.
}
\author{
Diethelm Wuertz for the Rmetrics \R-port
}
\examples{
# Use default parameters beside alpha:
spec <- garchSpec(model = list(alpha = c(0.05, 0.05)))
spec
coef(spec)
## Simulate an univariate "timeSeries" series from specification 'spec':
x <- garchSim(spec, n = 2000)
x <- x[,1]
fit <- garchFit( ~ garch(1, 1), data = x, trace = FALSE)
coef(fit)
}
\keyword{models}
|
