[R] How to extract residuals from multiple regressions from a loop

2013-10-28 Thread Ben Ammar
Dear all I've got the following problem, I want to extract the residuals from regression loops. The problem here is that some columns include NA's at the beginning and end (i.e. each time series of stocks starts at different points in time and ends at different points in time).

[R] fGARCH: T-GARCH and the adj. R-squared

2013-01-12 Thread Ben Ammar
Hi everyone I'm running a T-GARCH model (i.e. a GJR-GARCH model) using the package fGARCH. A sample code for my model looks like this: Modell1=garchFit(formula=~1+aparch(1,1), data="T-Bill", delta=2, include.delta=F) summary(m1) Here's the issue. I need to indicate the adjusted R-squared value