[R] How to extract the standardized residuals tests from the summary report of fGarch

[wsq at szu.edu.cn]

I am using the Rmarkdown to produce a  html slides automatically, and I want to known
How to extract the standardized residuals tests section from the summary report?


Here are the R-code:


>library("fGarch") 
>N = 200
>x.vec = as.vector(garchSim(garchSpec(rseed = 1985), n = N)[,1])
>fit=garchFit(~ garch(1,1), data = x.vec, trace = FALSE)


> summary(fit)


Title:
 GARCH Modelling 


Call:
 garchFit(formula = ~garch(1, 1), data = x.vec, trace = FALSE) 


Mean and Variance Equation:
 data ~ garch(1, 1)
<environment: 0x000000002df6b330>
 [data = x.vec]


Conditional Distribution:
 norm 


Coefficient(s):
        mu       omega      alpha1       beta1  
3.5418e-05  1.0819e-06  8.8855e-02  8.1200e-01  


Std. Errors:
 based on Hessian 


Error Analysis:
        Estimate  Std. Error  t value Pr(>|t|)    
mu     3.542e-05   2.183e-04    0.162    0.871    
omega  1.082e-06   1.051e-06    1.030    0.303    
alpha1 8.885e-02   5.450e-02    1.630    0.103    
beta1  8.120e-01   1.242e-01    6.538 6.25e-11 ***
---
Signif. codes:  0 ¡®***¡¯ 0.001 ¡®**¡¯ 0.01 ¡®*¡¯ 0.05 ¡®.¡¯ 0.1 ¡® ¡¯ 1


Log Likelihood:
 861.9494    normalized:  4.309747 


Description:
 Mon May 25 09:10:52 2015 by user: WENSQ 




Standardised Residuals Tests:
                                Statistic p-Value  
 Jarque-Bera Test   R    Chi^2  1.114092  0.5728988
 Shapiro-Wilk Test  R    W      0.9932317 0.4911085
 Ljung-Box Test     R    Q(10)  7.303961  0.6964713
 Ljung-Box Test     R    Q(15)  8.712829  0.8920477
 Ljung-Box Test     R    Q(20)  9.766984  0.972203 
 Ljung-Box Test     R^2  Q(10)  11.88455  0.2928573
 Ljung-Box Test     R^2  Q(15)  14.93927  0.4558006
 Ljung-Box Test     R^2  Q(20)  20.08937  0.4523516
 LM Arch Test       R    TR^2   11.57234  0.480607 


Information Criterion Statistics:
      AIC       BIC       SIC      HQIC 
-8.579494 -8.513527 -8.580273 -8.552798 




Dr.  WEN SONG-QIAO
SHENZHEN UNIVERSITY
SHENZHEN,CHINA
Email£ºwsq at szu.edu.cn
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