fitted.tsgarch.estimate {tsgarch}

Extract Model Fitted Values

Description

Extract the fitted values of the estimated model.

Usage

## S3 method for class 'tsgarch.estimate'
fitted(object, ...)

Arguments

object

an object of class “tsgarch.estimate”.

...

not currently used.

Value

An xts vector of the fitted values. Since only a constant is supported in the conditional mean equation this is either a vector with a constant else a vector with zeros.