GARCH plot methods
methods-plot.Rd
Plot methods for GARCH Modelling.
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 |
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)
}