Displaying 2 results from an estimated 2 matches for "snorm_fit".
2006 Nov 22
2
problems with garchFit
...H distribution
hist(logr, freq = F, ylim = c(0, 12), breaks = 'FD')
norm_fit <- normFit(logr)
curve(dnorm(x, norm_fit$est[1], norm_fit$est[2]), -.15, .15, 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...
2006 Nov 22
0
questions about garchFit
...H distribution
hist(logr, freq = F, ylim = c(0, 12), breaks = 'FD')
norm_fit <- normFit(logr)
curve(dnorm(x, norm_fit$est[1], norm_fit$est[2]), -.15, .15, 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...