fREG-class            package:fRegression            R Documentation

_C_l_a_s_s "_f_R_E_G"

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

     The class 'fREG' represents a fitted model of an heteroskedastic
     time series process.

_O_b_j_e_c_t_s _f_r_o_m _t_h_e _C_l_a_s_s:

     Objects can be created by calls of the function 'regFit'.  The
     returned object represents parameter estimates of linear and 
     generalized linear models.

_S_l_o_t_s:



     '_c_a_l_l': Object of class '"call"':  the call of the 'garch'
          function. 

     '_f_o_r_m_u_l_a': Object of class '"formula"':  the formula used in
          parameter estimation. 

     '_f_a_m_i_l_y': Object of class '"character"':  the family objects
          provide a convenient way to specify  the details of the
          models used by function 'grefFit' For details we refer to the
          documentation for the function 'glm' in R's base package on
          how such model fitting  takes place.  

     '_m_e_t_h_o_d': Object of class '"character"':  a string denoting the
          regression model in use, i.e. one of those listed in the
          'use' argument of the function  'regFit' or 'gregFit'.

     '_d_a_t_a': Object of class '"list"':  a list with at least two
          entries named 'x' containing the  data frame used for the
          estimation, and 'data' with the object of the rectangular
          input data.

     '_f_i_t': Object of class '"list"':  a list with the results from the
          parameter estimation. The entries of the list depend on the
          selected algorithm, see below.

     '_r_e_s_i_d_u_a_l_s': Object of class '"numeric"':  a numeric vector with
          the residual values.

     '_f_i_t_t_e_d': Object of class '"numeric"':  a numeric vector with the
          fitted values.

     '_t_i_t_l_e': Object of class '"character"':  a title string.

     '_d_e_s_c_r_i_p_t_i_o_n': Object of class '"character"':  a string with a
          brief description.


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



     _s_h_o_w 'signature(object = "fREG")':  prints an object of class
          'fREG'. 

     _p_l_o_t 'signature(x = "fREG", y = "missing")':  plots an object of
          class 'fREG'. 

     _s_u_m_m_a_r_y 'signature(object = "fREG")':  summarizes results and
          diagnostic analysis of an object  of class 'fREG'.


     _p_r_e_d_i_c_t 'signature(object = "fREG")':  forecasts mean and
          volatility from an object of class 'fREG'.


     _f_i_t_t_e_d 'signature(object = "fREG")':  extracts fitted values from
          an object of class 'fREG'. 

     _r_e_s_i_d_u_a_l_s 'signature(object = "fREG")':  extracts fresiduals from
          an object of class 'fREG'.


     _c_o_e_f 'signature(object = "fREG")':  extracts fitted coefficients
          from an object of class 'fREG'.

     _f_o_r_m_u_l_a 'signature(x = "fREG")':  extracts formula expression from
          an object of class 'fREG'. 


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

     Diethelm Wuertz and Rmetrics Core Team.

