print.bekkFit {BEKKs} | R Documentation |
bekkFit method
Description
Generic 'bekkFit' methods. More details on 'bekkFit' are described in bekk_fit
Usage
## S3 method for class 'bekkFit'
print(x, ...)
## S3 method for class 'bekkFit'
residuals(object, ...)
## S3 method for class 'bekkFit'
logLik(object, ..., k = 2)
Arguments
x |
An object of class "bekkFit" from function bekk_fit. |
... |
Further arguments to be passed to and from other methods. |
object |
An object of class "bekkFit" from function bekk_fit. |
k |
Numeric value, the penalty per parameter for AIC to be used; the default k = 2 is the classical AIC. |
Examples
data(StocksBonds)
# Fitting a symmetric BEKK model
obj_spec <- bekk_spec()
x1 <- bekk_fit(obj_spec, StocksBonds, QML_t_ratios = FALSE, max_iter = 50, crit = 1e-9)
logLik(x1)
[Package BEKKs version 1.4.4 Index]