[R] function for prediting garch

From: oliver wee <islandboy1982_at_yahoo.com>
Date: Fri 17 Feb 2006 - 22:44:15 EST

> hello,
> In my time series data, I was able to successfully
> fit
> its ARIMA model (Box-Jenkins) and its GARCH model
> and
> estimate their parameters. I was also able to
> forecast
> future values of the time series based on my fitted
> ARIMA model using the predict() function call.
> However, I'm not sure what is the correct function
> command to call in order to forecast future values
> of
> my time series using both the fitted ARIMA model and
> the fitted GARCH model. Using predict() didn't give

> me
> the result I was looking for. And I can't find any
> documentation using help.search,
> I think what I am looking for is akin to the
> garchsim
> and garchpred commands in Mathlab.
> Any help is appreciated. Thanks!

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Feb 17 22:48:19 2006

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