diagnoseBEKK {mgarchBEKK} | R Documentation |
Provides diagnostics for a BEKK process estimation.
diagnoseBEKK(estimation)
estimation |
The return value of the |
This procedure provides console output and browsable plots for a
given BEKK process estimation. Therefore, it is meant to be
interactive as the user needs to proceed by pressing c
on
the keyboard to see each plot one-by-one.
Nothing special
## Simulate series:
simulated = simulateBEKK(2, 1000, c(1,1))
## Prepare the matrix:
simulated = do.call(cbind, simulated$eps)
## Estimate with default arguments:
estimated = BEKK(simulated)
## Not run:
## Show diagnostics:
diagnoseBEKK(estimated)
## End(Not run)