Re: [R] Predict ARMA GARCH model with new data

2016-10-30 Thread David Winsemius
> On Oct 28, 2016, at 7:00 AM, Be Water wrote: > > How to add newdata to be predicted in an ARMA GARCH model with the fGARCH > package? > > ## R version 3.3.1 (2016-06-21) > ## Platform: x86_64-w64-mingw32/x64 (64-bit) > ## Running under: Windows >= 8 x64 (build 9200) > > library(fGarch) > >

[R] Predict ARMA GARCH model with new data

2016-10-29 Thread Be Water
How to add newdata to be predicted in an ARMA GARCH model with the fGARCH package? ## R version 3.3.1 (2016-06-21) ## Platform: x86_64-w64-mingw32/x64 (64-bit) ## Running under: Windows >= 8 x64 (build 9200) library(fGarch) ## Data simulation set.seed(345) ar.sim <- arima.sim(model=list(ar=c(.9