[R] garchFit (fGARCH)

2012-05-23 Thread justina
Hello, I would be very grateful if somebody (or everybody:)) answers my question. I am making ARMA-GARCH model with garchFit function and want in arma part make lag list (like with arma models: model=arma(data, lag=list(ar=c(2,6),ma=NULL), include.intercept=FALSE) but I don't know how to do it

[R] standartized residuals in garchFit function

2012-05-15 Thread justina
Hello, I would be very grateful if someone answers my question. I am using garchFit function to model my data, and by summary of the model are given characteristics of standartized residuals. But to get I can only simple residuals (with model@residuals). How to get the standartized residuals or