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GARCH plot methods

methods-plot.Rd

Plot methods for GARCH Modelling.

Usage

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

Arguments

x

an object of class "fGARCH".

which

a character string or a vector of positive denoting which plot should be displayed, see section ‘Details’.

...

optional arguments to be passed.

Details

The plot method for "fGARCH" objects offers a selection of diagnostic, exploratory, and presentation plots from a menu. Argument which can be used to request specific plots, which is particularly useful in scripts.

The generic function plot allows to display 13 graphs:

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

Author

Diethelm Wuertz for the Rmetrics R-port

See also

garchFit, class fGARCH,

predict, fitted, residuals

plot

Examples

## garchSim -
   # Default Garch(1,1) Model:
   x = garchSim(n = 200)
   head(x) 
#> GMT
#>                   garch
#> 2022-11-18  0.007522375
#> 2022-11-19 -0.001628817
#> 2022-11-20  0.003737262
#> 2022-11-21  0.004705047
#> 2022-11-22  0.001966999
#> 2022-11-23 -0.005850769

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

   
if (FALSE) {
## Plot:
   # Interactive Plot:
   plot(fit) 
}