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
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
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