ugarchfit-class methods (rugarch)

[Geoffrey Smith-3]

Hello, are there any methods to extract the robust standard errors and
t-values from a ugarchfit-class object created by the rugarch package?
 Thank you.  Geoff

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

[alexios]

A couple:

1. vcov(fit, robust=TRUE) [The robust parameter covariance matrix]
2. fit@fit$robust.matcoef (coef|s.e.|t-values|p-values)

Regards,
Alexios

On 25/07/2012 18:18, Geoffrey Smith wrote:

> Hello, are there any methods to extract the robust standard errors and
> t-values from a ugarchfit-class object created by the rugarch package?
>   Thank you.  Geoff
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
>

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.