R help - Apr 2009 - Problem with Extracting Fitted Values from fGarch package

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]]

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 <- fit at 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 at 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.
> 
> 
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