Re: [R] Forecasting MA model different to manually computation?

2013-05-22 Thread Peter Buribon
mh, this is interesting, I would have expected that the following is valid: If we look at the second value: 4.387627 = 3.5 + (-1)*(5-3.060660) or  4.387627 = 3.5 - (-1)*(5-3.060660) but this does not work. Surprise. Nice question! Von: Neuman Co An: r-

[R] Standardized Generalized Hyperbolic Distribution

2013-05-01 Thread Peter Buribon
Hi, I want to fit standardized generalized hyperbolic distribution to my data. I am aware, that I can do this with the dsgh command of the fBasics package along with the optim command. My problem is, that I also want to have a derivation of it. So I need the theory behind it, i.e. I need the for