ssage-
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
> On
> Behalf Of Daniel Mail
> Sent: 10 June 2009 18:55
> To: r-help@r-project.org
> Subject: [R] Predict GARCH
>
>
>
>
>
>
>
> hello,
>
>
> i was trying to pre
Hello,
On 6/10/09, Daniel Mail wrote:
> 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.
>
You didn't specify what function you used to obtain the GARCH mo
+ (a+b)* Sigma[t+1]^2
Carry on same procedure for next period forecast.
Hope this helps.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Daniel Mail
Sent: 10 June 2009 18:55
To: r-help@r-project.org
Subject: [R] Predict GARCH
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
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