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Conditional Variances, Standard Deviations, Residuals <- Previous: Displaying Results
The goal of an ARCH/GARCH estimation is frequently the
estimation and retrieval of the conditional variances, or "volatilities".
The conditional variances can be installed in the FANPAC global,
_fan_CV by a call to getCV:
plotCV generates a plot of the conditional variances and additionally
puts them into _fan_CV. Also, some investigators would prefer
a plot of the conditional standard deviations rather than variances.
For this, call plotCSD.
getSR causes the standardized residuals to be stored in the
FANPAC global, _fan_SR. To get the unstandardized residuals,
call getResiduals which causes the unstandardized residuals to
be stored in _fan_Residuals.
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