[R] Long memory residuals

Hi, How can I obtain the residuals of my long memory model: x.fd = fracdiff(dif, nar=1, nma=2, M=30) There is no function as acf() as for arima or garch models... Many thanks Ana [[alternative HTML version deleted]] __ R-help@r-project.org m

[R] GARCH predict

Hi, I've fitted a GARCH(1,1) for the residuals of my time serie (X). X is an ARMA(1,1) process. Now I want to do a n-step forecast for X, knowing these processes. How can I do this? I know that there's a command: predict() for ARIMA processes and so on, but what about GARCH? I've got: arma=arim

[R] Forecast GARCH model

Hi, I've fitted a GARCH(1,1) for the residuals of my time serie (X). X is an ARMA(1,1) process. Now I want to do a n-step forecast for X, knowing these processes. How can I do this? I know that there's a command: predict() for ARIMA processes and so on, but what about GARCH? I've got: arma=arim

[R] Manipulate solution of simplex

Hi, I need some help. I'm doing a project that demands me to obtain several simplex solutions and I would like to can keep the solution in a vector or something to be able to use it after I get it. The comand simplex() prints the solution but how can I keep it? Another alternative would be to expo