Dear R people, I'm not able to have the component residuals, fitted.value ....from an aparchFit() estimation as explain in the Value of aparchFit Help, package fSeries. Could someone help me? Thanks in advance. Lisa
Lisa wrote:> Dear R people, > I'm not able to have the component residuals, fitted.value ....from an > aparchFit() estimation as explain in the Value of aparchFit Help, package > fSeries.OK, let's try together: # starting with the second example on the cited help page: temp <- aparchFit(ts, order = list(alpha.lags = 1, beta.lags = c(1, 5), delta = 1), opt = list(gamma=FALSE, delta=FALSE, disparm=FALSE), doprint=FALSE) temp$fitted.values # Hmmm .. NULL str(temp) # Ahh! List of 13 $ par : num [1:4] 12.807 -1.833 -1.174 -0.687 $ value : num -51190 $ counts : Named int [1:2] 167 NA ..- attr(*, "names")= chr [1:2] "function" "gradient" $ convergence: int 0 [SNIP] - attr(*, "class")= chr "fAPARCH" Obviously, this is a documentation bug. Please send bug reports re. contributed packages to the package maintainer! I'm CCing to the maintainer, Diethelm Wuertz. Uwe Ligges> Could someone help me? > Thanks in advance. > Lisa > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
...unfortunately I was suspicious of this. Could You give me some insight to obtain that values? Thanks a lot! Lisa
Indeed, fitted.values and residuals methods are missing for aparch. They are only available for garch. This was not properly expressed in the help page. Since I'm writing a complete new package for ARCH and related models using S4 methods the methods will be available in the new package. In the old package the methods will not be added for aparch. I made a notice in the help page. Regards Diethelm Lisa wrote:>Dear R people, >I'm not able to have the component residuals, fitted.value ....from an >aparchFit() estimation as explain in the Value of aparchFit Help, package >fSeries. > >Could someone help me? >Thanks in advance. >Lisa > >______________________________________________ >R-help at stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > >