Indeed, fitted.values and residuals methods are missing for aparch. They are only available
for garch. This was not properly expressed in the help page.
Since I'm writing a complete new package for ARCH and related models using S4 methods
the methods will be available in the new package. In the old package the methods will not
be added for aparch. I made a notice in the help page.
Regards Diethelm
Lisa wrote:
Dear R people, I'm not able to have the component residuals, fitted.value ....from an aparchFit() estimation as explain in the Value of aparchFit Help, package fSeries.
Could someone help me? Thanks in advance. Lisa
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