Displaying 2 results from an estimated 2 matches for "dsstd".
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dstd
2006 Nov 22
2
problems with garchFit
...add = TRUE,
col=2)
t_fit <- stdFit(logr)
curve(dstd(x, t_fit$est[1], t_fit$est[2], t_fit$est[3]), -.15, .15, add =
TRUE, col=6)
snorm_fit <- snormFit(logr)
curve(dsnorm(x, snorm_fit$est[1], snorm_fit$est[2], snorm_fit$est[3]), -.25,
.15, add = TRUE, col=4)
st_fit <- sstdFit(logr)
curve(dsstd(x, st_fit$est[1], st_fit$est[2], st_fit$est[3], st_fit$est[4]),
-.25, .15, add = TRUE, col=3)
library(fSeries)
#normal innovation
garch_norm <- garchFit(series = logr, include.mean = F)
#t inovation
garch_t <- garchFit(series = logr, cond.dist = 'dstd', include.mean = F,
include.sh...
2006 Nov 22
0
questions about garchFit
...add = TRUE,
col=2)
t_fit <- stdFit(logr)
curve(dstd(x, t_fit$est[1], t_fit$est[2], t_fit$est[3]), -.15, .15, add =
TRUE, col=6)
snorm_fit <- snormFit(logr)
curve(dsnorm(x, snorm_fit$est[1], snorm_fit$est[2], snorm_fit$est[3]), -.25,
.15, add = TRUE, col=4)
st_fit <- sstdFit(logr)
curve(dsstd(x, st_fit$est[1], st_fit$est[2], st_fit$est[3], st_fit$est[4]),
-.25, .15, add = TRUE, col=3)
library(fSeries)
#normal innovation
garch_norm <- garchFit(series = logr, include.mean = F)
#t inovation
garch_t <- garchFit(series = logr, cond.dist = 'dstd', include.mean = F,
include.sh...