Hello, I do not know how to extract " standardized residual" and " R^2" following code:
spec<-ugarchspec(variance.model = list(model = "sGARCH", garchOrder= c(1, 1), submodel = NULL, external.regressors = NULL, variance.targeting =FALSE), mean.model=list(armaOrder=c(0,0),include.mean = FALSE, archm = FALSE,archpow = 1, arfima = FALSE, external.regressors = NULL, archex = FALSE),distribution.model = "norm", start.pars = list(), fixed.pars = list()) m<-ugarchfit(spec, X2, out.sample = 0, solver = "solnp", solver.control = list(1), fit.control = list(stationarity = 1, fixed.se = 0, scale=0)) I do not understand the following explanation for std residuals as well: "residuals signature(object = "uGARCHfit"): Extracts the residuals. Optional logical argument standardize (default is FALSE) allows to extract the standardized residuals." Please let me give any examples to extract std. residual and R^2" Regards, Ser -- View this message in context: http://r.789695.n4.nabble.com/rugarch-package-output-help-tp4673488.html Sent from the Rmetrics mailing list archive at Nabble.com. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.