fitted fGarch model

I need to modify my earlier response.

library(FinTS)
data(sp500)
spFit00.11a <- garchFit(sp500~garch(1,1), data=as.numeric(sp500))
at <- spFit00.11a at residuals
quantile(at)
           0%          25%          50%          75%         100%
-0.306849724 -0.028099724  0.001250276  0.029775276  0.414750276

	  From this, it is clear that garchFit()@residuals are NOT standardized.

	
st <- spFit00.11a at sigma.t
qqnorm(at, datax=TRUE)
qqnorm(at/st, datax=TRUE)

	  From comparing these two normal probability plots, it is apparent 
that 'at/st' is more normal than 'at'.

	  However, sd(at/st) = 0.9979, so the standardization is not perfect.

all.equal(as.numeric(sp500), spFit00.11a at fitted+at)	
# TRUE

	  Your pseudocode suggests that 'vt' are the standardized residuals, 
but that's not the case in this example.  If you have a real example, 
that contradicts this case, could you please report it?  Otherwise, I 
will assume that the test you reported was different from what you 
actually did.  It's always best to test an answer before giving it -- 
something I failed to do in my initial response to this question.

	  Best Wishes,
	  Spencer

Hello guys
I have this question. How to fit the garch model and print all his fitted values. 
y=c+at  at=vt*sigma   vt=N(0,1)


library(fGarch)
fit = garchFit(~garch(1, 1), data =ret )

c<-fit at fitted
vt<-fit at residuals
sigma<-fit at sigma.t
at<-vt*sigma
model_garch<-c+at



Are these computations correct? Cause if I do model_garch=c+vt  I get the original series. 
Thank you very much for help.

  

_______________________________________________
R-SIG-Finance at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. 
-- If you want to post, subscribe first.