[R] a question
Rui Barradas
ruipbarradas at sapo.pt
Fri Oct 12 01:08:59 CEST 2012
Hello,
What a terribly asked question.
Let me rephrase it. You have a time series 'x' simulated with garchSim
from package fGarch and have fitted a model using garchFit.
1. You want to extract the coefficients.
coef(fit)
2. You want the series of observations (simulated) and of conditional sd.
x$garch
x$sigma
Hope this helps,
Rui Barradas
Em 11-10-2012 21:29, mina izadi escreveu:
> Dear R-helpers,
> I need to read some data from output of garchFit in fGarch.
> my model is garch(1,1) and i want to read
> coefficients(omega,alpha,beta) and timeseries(x) and conditional
> SD(s). because i need them to use in other formula.
> for example :omega+x[1]+s[3]
> and maybe i have several simulation then i need a general way to read
> them, not to read with my eyes for example the quantity of omega then
> subsitute in formula.
> Best.
> M.Izadi
>
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