# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - 2008, Diethelm Wuertz, Rmetrics Foundation, GPL # Diethelm Wuertz # info@rmetrics.org # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # METHODS: DESCRIPTION: # show.fGARCH S4 print method for an object of class 'fGARCH' # summary.fGARCH S3 summary method for an object of class 'fGARCH' # plot.fGARCH S3 plot method for an object of class 'fGARCH' # residuals.fGARCH S3 residuals method for an object of class 'fGARCH' # fitted.fGARCH S3 fitted values for an object of class 'fGARCH' # predict.fGARCH S3 prediction method for an object of class 'fGARCH' # STATISTICS: Description: # .truePersistence Compute persistence ################################################################################ test.garch.methods.show <- function() { # show.fGARCH - S4 print method for an object of class 'fGARCH' # Garch(1,1) Default Model: x = garchSim(n = 250) # Fit: fit = garchFit( ~ garch(1,1), data = x, trace = FALSE) # Note: # Does also work: # fit = garchFit(dem2gbp ~garch(1,1), data = dem2gbp, trace = FALSE) # Note: # fit = garchFit(DEM2GBP ~garch(1,1), data = dem2gbp, trace = FALSE) # [1] "DEM2GBP" # [1] "dem2gbp" # Error in .garchArgsParser(formula = formula, data = data, trace = FALSE) : # Formula and data units do not match. # Print: print(fit) show(fit) # Summary: summary(fit) # Return Value: return() } ################################################################################