问R fGarch的输出

EN

get_sigma_t <- function(x, ...){
  x@sigma.t
}
get_z_t <- function(x, ...){
  x@fit$series$z
}

logLik.fGARCH <- function(x, ...){
  x@fit$value
}

N <- 200
r <- as.vector(garchSim(garchSpec(rseed = 1985), n = N)[,1])
model <- garchFit(~ garch(1, 1), data = r, trace = FALSE)

get_sigma_t(model) # output not shown
get_z_t(model)     # output not shown

logLik(model)
#LogLikelihood 
#    -861.9494 

fitted(model)  # much simpler
coef(model)
#          mu        omega       alpha1        beta1 
#3.541769e-05 1.081941e-06 8.885493e-02 8.120038e-01 

str(model)

model@fit$series$z
model@sigma.t