> dell.figarch = fgarch(dell.s~1, ~figarch(1,1))
Initializing model parameters.
Iteration No. 1: log-likelihood=-3282.303431
...
Iteration No. 10: log-likelihood=-3279.508705
Convergence in gradient.
> oldClass(dell.figarch)
[1] "fgarch" "garch"
#注意它与garch的区别,要显示拟合结果,可以运用如下命令:
> dell.figarch
Call:
fgarch(formula.mean = dell.s ~1, formula.var = ~figarch(1, 1))
Mean Equation: dell.s ~1
Conditional Variance Equation: ~figarch(1, 1)
Coefficients:
C 0.4422
A 0.6488
GARCH(1) 0.6316
ARCH(1) 0.4481
fraction 0.2946