spARCH {spGARCH}

Output of Quasi-Maximum-Likelihood Estimation

Description

The spARCH class is a class generated by the estimation functions qml.spARCH or qml.SARspARCH comprising the results of the quasi-maximum-likelihood estimation.

Methods

Several generic methods for summarizing the results are available:

plot(spARCH_object)

plot.spARCH - Descriptive plots for residuals of a fitted spatial ARCH model

summary(spARCH_object)

summary.spARCH - The function returns a summary of the model fit of a spatial ARCH model

fitted(spARCH_object)

fitted.spARCH - The function extracts the fitted values of a spatial ARCH model.