Good day, Using R-project version 2.9.0 and the latest version of package fGarch you can extract fitted values by the following commands:
fit <- garchFit(~ garch(1,1), residuals_TASI, trace = TRUE, include.mean = FALSE) fitted_TASI <- f...@fitted Murilo Eiji Doi Mohammad Sabr wrote: > > Good day everyone, > > I fitted a GARCH model to a time series and R estimated the model and > provide me with the estimates. However, when I tried to extract the fitted > values from the estimated model I got the following error message: > > "Error in .local(object, ...) : object "fit" not found" > > I used the following to extract the fitted values > > fitted_TASI <- fitted(garchFit(~ garch(1,1), residuals_TASI, trace = TRUE, > include.mean = FALSE)) > > Can someone please advice me with the reason that I am getting this error > message. > > Best regards, > > Mohammad > > [[alternative HTML version deleted]] > > > ______________________________________________ > R-help@r-project.org mailing list > 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. > > -- View this message in context: http://www.nabble.com/Problem-with-Extracting-Fitted-Values-from-fGarch-package-tp22914412p24359852.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list 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.
