Re: [R] GARCH message 75

From: Joe Byers <joe-byers_at_utulsa.edu>
Date: Sun 25 Jun 2006 - 14:05:44 EST


All,

You might check out the @ operator on Classes and objects. I can find no documentation on this but if you look at code in fseries or fbasic in the method fARMA.summary. You will find where the object fit in the returned object is access using the @ operator.

        object <- x@fit
        ans$coefmat <- cbind(format(object$coef,digits=digits), 
format(object$se.coef,digits=digits),
            format(tval,digits=digits), 
prob=format.pval(prob,digits=digits))

where x is the from x<-armaFit(....). This I believe would be the same for the GARCH results.

Note the format.pval on the prob. This is important because if you do not do this you will get 0 for small pvalues. I learned this by looking at the code of the pretty printing functions so I can save only results that I want from multiple models runs. You also can then to wald test and LL ratio tests on the models.

Good luck
Joe



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