Extraction methods for objects of class 'mlgarch' (i.e. the result of estimating a multivariate CCC-log-GARCH model)
Usage
## S3 method for class 'mlgarch'
coef(object, varma = FALSE, ...)
## S3 method for class 'mlgarch'
fitted(object, varma = FALSE, verbose = FALSE, ...)
## S3 method for class 'mlgarch'
logLik(object, varma = FALSE, ...)
## S3 method for class 'mlgarch'
print(x, varma = FALSE, ...)
## S3 method for class 'mlgarch'
residuals(object, varma = FALSE, ...)
## S3 method for class 'mlgarch'
summary(object, ...)
## S3 method for class 'mlgarch'
vcov(object, varma = FALSE, ...)
Arguments
object
an object of class 'mlgarch'
x
an object of class 'mlgarch'
verbose
logical. If FALSE (default), then only basic information is returned
varma
logical. If FALSE (default), then information relating to the multivariate CCC-log-GARCH model is returned. If TRUE, then information relating to the VARMA representation is returned
...
additional arguments
Details
Empty
Value
coef:
A numeric vector containing the parameter estimates
fitted:
A zoo object (a matrix). If verbose = FALSE (default), then the zoo object contains the fitted conditional standard deviations of each equation. If verbose = TRUE, then the zoo object also contains additional information
logLik:
The value of the log-likelihood (contributions at zeros excluded) at the maximum
print:
Prints the most important parts of the estimation results
residuals:
A zoo object (a matrix) with the residuals. If varma = FALSE (default), then the standardised residuals are returned. If varma = TRUE, then the residuals of the VARMA representation is returned