[R] (sem assunto)

2009-06-10 Thread Daniel Mail
hello, 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. thanks in advance _ Obtenh

[R] Predict GARCH

2009-06-10 Thread Daniel Mail
hello, 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. thanks in advance _ O Windows

[R] Import ARIMA coefficients

2009-06-04 Thread Daniel Mail
Hello, I need to know how to import ARIMA coefficients. I already determined the coefficients of the model with other software, but now i need to do the forecast in R. For Example: I have a time series named x and i have fitted an ARIMA(1,0,1) (with other software) AR coef = -.17

[R] Import ARIMA-GARCH coefficients

2009-06-03 Thread Daniel Mail
Hello, I am modelling a Time Serie with ARIMA-GARCH and i have already determined the coefficients ( ARIMA and GARCH) with other software. Now I am trying to do the forecast in R, but i don't know how i can import the coefficients. I will be very pleased if someone help me. Daniel