fREG-class {fRegression} | R Documentation |
The class 'fREG' represents a fitted model of an heteroskedastic time series process.
Objects can be created by calls of the function regFit
.
The returned object represents parameter estimates of linear and
generalized linear models.
call
:"call"
:
the call of the garch
function.
formula
:"formula"
:
the formula used in parameter estimation.
family
:"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.
method
:"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
.
data
:"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.
fit
:"list"
:
a list with the results from the parameter estimation. The entries
of the list depend on the selected algorithm, see below.
residuals
:"numeric"
:
a numeric vector with the residual values.
fitted
:"numeric"
:
a numeric vector with the fitted values.
title
:"character"
:
a title string.
description
:"character"
:
a string with a brief description.
signature(object = "fREG")
:
prints an object of class 'fREG'.
signature(x = "fREG", y = "missing)
:
plots an object of class 'fREG'.
signature(object = "fREG")
:
summarizes results and diagnostic analysis of an object
of class 'fREG'.
signature(object = "fREG")
:
forecasts mean and volatility from an object of class 'fREG'.
signature(object = "fREG")
:
extracts fitted values from an object of class 'fREG'.
signature(object = "fREG")
:
extracts fresiduals from an object of class 'fREG'.
signature(object = "fREG")
:
extracts fitted coefficients from an object of class 'fREG'.
signature(x = "fREG")
:
extracts formula expression from an object of class 'fREG'.
Diethelm Wuertz and Rmetrics Core Team.