> On May 24, 2015, at 7:25 PM, w...@szu.edu.cn wrote:
>
> I am using the Rmarkdown to produce a html slides automatically, and I want
> to known
> How to extract the standardized residuals tests section from the summary
> report?
>
Probbly the easiest way is with capture.output. I looked at the returned value
from the summary method for that S4 object and it was NULL, so the function
appears to simply be acting via side-effects of cat to the console. You could
look at the code with:
showMethods(class="fGARCH", f="summary", includeDefs=TRUE)
—
David.
>
> Here are the R-code:
>
>
>> library("fGarch")
>> N = 200
>> x.vec = as.vector(garchSim(garchSpec(rseed = 1985), n = N)[,1])
>> fit=garchFit(~ garch(1,1), data = x.vec, trace = FALSE)
>
>
>> summary(fit)
>
>
> Title:
> GARCH Modelling
>
>
> Call:
> garchFit(formula = ~garch(1, 1), data = x.vec, trace = FALSE)
>
>
> Mean and Variance Equation:
> data ~ garch(1, 1)
> <environment: 0x000000002df6b330>
> [data = x.vec]
>
>
> Conditional Distribution:
> norm
>
>
> Coefficient(s):
> mu omega alpha1 beta1
> 3.5418e-05 1.0819e-06 8.8855e-02 8.1200e-01
>
>
> Std. Errors:
> based on Hessian
>
>
> Error Analysis:
> Estimate Std. Error t value Pr(>|t|)
> mu 3.542e-05 2.183e-04 0.162 0.871
> omega 1.082e-06 1.051e-06 1.030 0.303
> alpha1 8.885e-02 5.450e-02 1.630 0.103
> beta1 8.120e-01 1.242e-01 6.538 6.25e-11 ***
> ---
> Signif. codes: 0 กฎ***กฏ 0.001 กฎ**กฏ 0.01 กฎ*กฏ 0.05 กฎ.กฏ 0.1 กฎ กฏ 1
>
>
> Log Likelihood:
> 861.9494 normalized: 4.309747
>
>
> Description:
> Mon May 25 09:10:52 2015 by user: WENSQ
>
>
>
>
> Standardised Residuals Tests:
> Statistic p-Value
> Jarque-Bera Test R Chi^2 1.114092 0.5728988
> Shapiro-Wilk Test R W 0.9932317 0.4911085
> Ljung-Box Test R Q(10) 7.303961 0.6964713
> Ljung-Box Test R Q(15) 8.712829 0.8920477
> Ljung-Box Test R Q(20) 9.766984 0.972203
> Ljung-Box Test R^2 Q(10) 11.88455 0.2928573
> Ljung-Box Test R^2 Q(15) 14.93927 0.4558006
> Ljung-Box Test R^2 Q(20) 20.08937 0.4523516
> LM Arch Test R TR^2 11.57234 0.480607
>
>
> Information Criterion Statistics:
> AIC BIC SIC HQIC
> -8.579494 -8.513527 -8.580273 -8.552798
>
>
>
>
> Dr. WEN SONG-QIAO
> SHENZHEN UNIVERSITY
> SHENZHEN,CHINA
> Emailฃบw...@szu.edu.cn
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
David Winsemius, MD
Alameda, CA, USA
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
