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
a question
2 messages · mina izadi, Rui Barradas
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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