Hello, On 6/10/09, Daniel Mail <d20...@live.com.pt> wrote: > i was trying to predict values for a garch, so i did: > > predict(fitgarch,n.ahead = 20) > > but this doesn't work. Someone can tell me how to get the 20 values ahead of > a garch model. > You didn't specify what function you used to obtain the GARCH model. If you use rgarch [1], it provides functions for forecasting step-ahead values. Liviu
[1] http://rgarch.r-forge.r-project.org/index.html ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
