coef-methods             package:fGarch             R Documentation

_G_A_R_C_H _C_o_e_f_f_i_c_i_e_n_t_s _M_e_t_h_o_d_s

_D_e_s_c_r_i_p_t_i_o_n:

     Coefficients methods for GARCH Modelling.

_M_e_t_h_o_d_s:



     _o_b_j_e_c_t = "_A_N_Y" Generic function.

     _o_b_j_e_c_t = "_f_G_A_R_C_H" Extractor function for coefficients from a
          fitted GARCH model.

     _o_b_j_e_c_t = "_f_G_A_R_C_H_S_P_E_C" Extractor function for coefficients from a
          GARCH specification structure. 

_N_o_t_e:

     'coef' is a generic function which extracts coefficients  from
     objects returned by modeling functions.

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

_E_x_a_m_p_l_e_s:

     ## 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)

