| summary.garch {tseries} | R Documentation |
Methods for creating and printing summaries of GARCH model fits.
## S3 method for class 'garch':
summary(object, ...)
## S3 method for class 'summary.garch':
print(x, digits = max(3, getOption("digits") - 3),
signif.stars = getOption("show.signif.stars"), ...)
object |
an object of class "garch"; usually, a result of a
call to garch. |
x |
an object of class "summary.garch"; usually, a result
of a call to the summary method for objects of class "garch". |
digits, signif.stars |
see printCoefmat. |
... |
further arguments passed to or from other methods. |
summary computes the asymptotic standard errors of the
coefficient estimates from an outer-product approximation of the
Hessian evaluated at the estimates, see Bollerslev (1986). It
furthermore tests the residuals for normality and remaining ARCH
effects, see jarque.bera.test and
Box.test.
A list of class "summary.garch".
T. Bollerslev (1986): Generalized Autoregressive Conditional Heteroscedasticity. Journal of Econometrics 31, 307–327.