[R] GARCH message 75

Joe Byers joe-byers at utulsa.edu
Sun Jun 25 06:05:44 CEST 2006


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 at fit
        ans$coefmat <- cbind(format(object$coef,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

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