search for: st_fit

Displaying 2 results from an estimated 2 matches for "st_fit".

2006 Nov 22
2
problems with garchFit
...[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$est[4]), -.25, .15, add = TRUE, col=3) library(fSeries) #normal innovation garch_norm <- garchFit(series = logr, include.mean = F) #t inovation garch_t <- garchFit(series = logr, cond.dist = 'dstd...
2006 Nov 22
0
questions about garchFit
...[1], norm_fit$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_norm <- garchFit(series = logr, include.mean = F) #t inovation garch_t <- garchFit(series = logr, cond.dist = 'dstd...