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\name{fREG-class}
\docType{class}
\alias{fREG-class}
\title{Class "fREG"}
\description{
The class 'fREG' represents a fitted model of an heteroskedastic
time series process.
}
\section{Objects from the Class}{
Objects can be created by calls of the function \code{regFit}.
The returned object represents parameter estimates of linear and
generalized linear models.
}
\section{Slots}{
\describe{
\item{\code{call}:}{Object of class \code{"call"}:
the call of the \code{garch} function.
}
\item{\code{formula}:}{Object of class \code{"formula"}:
the formula used in parameter estimation.
}
\item{\code{family}:}{Object of class \code{"character"}:
the family objects provide a convenient way to specify
the details of the models used by function \code{grefFit}
For details we refer to the documentation for the function
\code{glm} in R's base package on how such model fitting
takes place.
}
\item{\code{method}:}{Object of class \code{"character"}:
a string denoting the regression model in use, i.e. one
of those listed in the \code{use} argument of the function
\code{regFit} or \code{gregFit}.
}
\item{\code{data}:}{Object of class \code{"list"}:
a list with at least two entries named \code{x} containing the
data frame used for the estimation, and \code{data} with the
object of the rectangular input data.
}
\item{\code{fit}:}{Object of class \code{"list"}:
a list with the results from the parameter estimation. The entries
of the list depend on the selected algorithm, see below.
}
\item{\code{residuals}:}{Object of class \code{"numeric"}:
a numeric vector with the residual values.
}
\item{\code{fitted}:}{Object of class \code{"numeric"}:
a numeric vector with the fitted values.
}
\item{\code{title}:}{Object of class \code{"character"}:
a title string.
}
\item{\code{description}:}{Object of class \code{"character"}:
a string with a brief description.
}
}
}
\section{Methods}{
\describe{
\item{show}{\code{signature(object = "fREG")}:
prints an object of class 'fREG'.
}
\item{plot}{\code{signature(x = "fREG", y = "missing")}:
plots an object of class 'fREG'.
}
\item{summary}{\code{signature(object = "fREG")}:
summarizes results and diagnostic analysis of an object
of class 'fREG'.
}
\item{predict}{\code{signature(object = "fREG")}:
forecasts mean and volatility from an object of class 'fREG'.
}
\item{fitted}{\code{signature(object = "fREG")}:
extracts fitted values from an object of class 'fREG'.
}
\item{residuals}{\code{signature(object = "fREG")}:
extracts fresiduals from an object of class 'fREG'.
}
\item{coef}{\code{signature(object = "fREG")}:
extracts fitted coefficients from an object of class 'fREG'.
}
\item{formula}{\code{signature(x = "fREG")}:
extracts formula expression from an object of class 'fREG'.
}
}
}
\author{
Diethelm Wuertz and Rmetrics Core Team.
}
\keyword{programming}
|
