[R] predict.garch problem

Hi, I'm trying to run a garch model. and I want to use the predict function to predict ahead the conditional standard deviation. but when I run the predict function I get the same number of return as my data. How should I define the number of days looking ahead in garch predict? I really apprecia

Re: [R] garchFit problem

Hi, I have a problem using garchFit, when I use : x<-model$resid fit = garchFit(~garch(1, 1), data = x, cond.dist="dst") [EMAIL PROTECTED] it gives me error : object "fit" not found Why it doesn't recognize fit? Thanks, Shirin __ R-help@r-pro

Re: [R] Fitting a curve to data

no this is not what I want. I was using "loess" function or smooth.spline. but For loess I don't know how would I be able to get the integral. On 7/1/08, stephen sefick <[EMAIL PROTECTED]> wrote: > > ?lm > lm(x[,1]~x[,2]) > > On Tue, Jul 1, 2008 at 2:28 PM, S

[R] Fitting a curve to data

Hi I have a set of data like this: *Time of Day* *Pct of Daily Volume* 9:45 7.50% 10 6.25% 10:15 4.45% 10:30 4.80% 10:45 4.45% 11:00 4.20% 11:15 2.50% 11:30 2.30% 11:45 2.25% 12:00 2.45% 12:15 2.60% 12:30 2.00% 12:45 2.05% 13:00 2.40% 13:15 1.90% 13:30 3.10% 13:45 2.90% 14:00 2.80% 14:15 2.50