extract,fGARCH-method

extract.fGARCH

<code>extract</code> method for <code>fGARCH</code> objects created by the
<code>garchFit</code> function in the fGarch package.

Converts coefficients, standard errors, significance stars, and goodness-of-fit statistics of statistical models into LaTeX tables or HTML tables/MS Word documents or to nicely formatted screen output for the R console for easy model comparison. A list of several models can be combined in a single table. The output is highly customizable. New model types can be easily implemented. Details can be found in Leifeld (2013), JStatSoft <doi:10.18637/jss.v055.i08>.)

Philip Leifeld

texreg

Conversion of R Regression Output to LaTeX or HTML Tables

Claudia Zucca

extract,fGARCH-method function

<dl><dt>model</dt>
<dd>A statistical model object.</dd>
<dt>include.nobs</dt>
<dd>Report the number of observations in the GOF block?</dd>
<dt>include.aic</dt>
<dd>Report Akaike's Information Criterion (AIC) in the GOF
block?</dd>
<dt>include.loglik</dt>
<dd>Report the log likelihood in the GOF block?</dd>
<dt>...</dt>
<dd>Custom parameters, which are handed over to subroutines. Currently
not in use.</dd></dl>

Arguments

extract method for fGARCH objects — extract,fGARCH-method

<dl>

<dt>model</dt>
<dd>A statistical model object.</dd>


<dt>include.nobs</dt>
<dd>Report the number of observations in the GOF block?</dd>


<dt>include.aic</dt>
<dd>Report Akaike's Information Criterion (AIC) in the GOF
block?</dd>


<dt>include.loglik</dt>
<dd>Report the log likelihood in the GOF block?</dd>


<dt>...</dt>
<dd>Custom parameters, which are handed over to subroutines. Currently
not in use.</dd>

</dl>

extract,fGARCH-method: `extract` method for `fGARCH` objects

Description

Usage

Arguments