residuals.tsgarch.estimate {tsgarch}

Extract Model Residuals

Description

Extract the residuals of the estimated model.

Usage

## S3 method for class 'tsgarch.estimate'
residuals(object, standardize = FALSE, ...)

Arguments

object

an object of class “tsgarch.estimate”.

standardize

logical. Whether to standardize the residuals by the conditional volatility.

...

not currently used.

Value

An xts vector of the residuals. If the model had no constant in the conditional mean equation then this just returns the original data (which is assumed to be zero mean noise).