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Re: Quick Question

To: "'Samir Saadi'" <Saadi@management.uottawa.ca>, <s-news@wubios.wustl.edu>
Subject: Re: Quick Question
From: "Eric Zivot" <ezivot@u.washington.edu>
Date: Tue, 16 Aug 2005 22:06:07 -0700
Importance: Normal
In-reply-to: <43025863.24828.1C5C2E23@localhost>
Organization: University of Washington

From the help file for garch, you can see that the conditional standard deviations are in the sigma.t component. You can extract this component directly as G$sigma.t or by using the sigma.t() extractor: sigma.t(G).

ez

 

-----Original Message-----
From: s-news-owner@lists.biostat.wustl.edu [mailto:s-news-owner@lists.biostat.wustl.edu] On Behalf Of Samir Saadi
Sent: Tuesday, August 16, 2005 5:19 PM
To: s-news@wubios.wustl.edu
Subject: [S] Quick Question

 

Hello everyone:

 

I have financial time series that I modeled using GARCH:

G=garch(D.df~ar(12), ~garch(1,1), na.omit, trace=F)

 

Can anyone please tell how I can get the values of the CONDITIONAL STANDARD DEVIATION (CSD)? 

I can get the plot of CSD but I can't figure out how to get their values.

 

Thanks in advance !!!

 

SamSaadi@management.uottawa.ca

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