fGarch (version 4021.88)

plot-methods: GARCH Plot Methods

Description

Plot methods for GARCH Modelling.

Usage

# S4 method for fGARCH,missing
plot(x, which = "ask", ...)

Arguments

x

an object of class "fREG"

which

a character string denoting which plot should be displayed.

...

optional arguments to be passed.

Methods

x = "ANY", y = "ANY"

Generic function.

x = "fGARCH", y = "missing"

Plot function for objects of class "fGARCH".

Author

Diethelm Wuertz for the Rmetrics R-port.

Details

The generic function plot allows to display 13 graphs. These are the

Time SeriesPlot
Conditional Standard Deviation Plot
Series Plot with 2 Conditional SD Superimposed
Autocorrelation function Plot of Observations
Autocorrelation function Plot of Squared Observations
Cross Correlation Plot
Residuals Plot
Conditional Standard Deviations Plot
Standardized Residuals Plot
ACF Plot of Standardized Residuals
ACF Plot of Squared Standardized Residuals
Cross Correlation Plot between $r^2$ and r
Quantile-Quantile Plot of Standardized Residuals

Examples

## garchSim -
   # Default Garch(1,1) Model:
   x = garchSim(n = 200)
   head(x) 

## garchFit - 
   fit = garchFit(formula = ~ garch(1, 1), data = x, trace = FALSE)
   
## Batch Plot:
   plot(fit, which = 3)
   
if (FALSE) {
## Plot:
   # Interactive Plot:
   plot(fit) 
}