plot-methods             package:fGarch             R Documentation

_G_A_R_C_H _P_l_o_t _M_e_t_h_o_d_s

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

     Plot methods for GARCH Modelling.

_U_s_a_g_e:

     ## S4 method for signature 'fGARCH, missing':
     plot(x, which = "ask", ...)

_A_r_g_u_m_e_n_t_s:

       x: an object of class '"fREG"' 

   which: a character string denoting which plot should be displayed. 

     ...: optional arguments to be passed. 

_D_e_t_a_i_l_s:

     The generic function 'plot' allows to display 13 graphs. These are
     the 

     Time SeriesPlot
      Conditional Standard Deviation Plot
      Series Plot with 2 Conditional SD Superimposed
      Autocorrelation function Plot of Observations
      Autocorrelation function Plot of Squared Observations
      Cross Correlation Plot
      Residuals Plot
      Conditional Standard Deviations Plot
      Standardized Residuals Plot
      ACF Plot of Standardized Residuals
      ACF Plot of Squared Standardized Residuals
      Cross Correlation Plot between $r^2$ and r
      Quantile-Quantile Plot of Standardized Residuals

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



     _x = "_A_N_Y", _y = "_A_N_Y" Generic function.

     _x = "_f_G_A_R_C_H", _y = "_m_i_s_s_i_n_g" Plot function for objects of class
          '"fGARCH"'.


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

     Diethelm Wuertz for the Rmetrics R-port.

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

     ## garchSim -
        # Default Garch(1,1) Model:
        x = garchSim(n = 200)
        head(x) 

     ## garchFit - 
        fit = garchFit(formula = ~ garch(1, 1), data = x, trace = FALSE)
        
     ## Batch Plot:
        plot(fit, which = 3)
        
     ## Not run: 
     ## Plot:
        # Interactive Plot:
        plot(fit) 
     ## End(Not run)

