Dear R People: Is there a predict method for garch methods, please? I tried the usual "predict(d1.garch,n.ahead=3) but only got values for the original data. Thanks, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: erinm.hodgess at gmail.com
Hi, Erin:
I just got 46 hits from RSiteSearch('predict garch'). Might any
of these help you?
Spencer
Erin Hodgess wrote:> Dear R People:
>
> Is there a predict method for garch methods, please?
>
> I tried the usual "predict(d1.garch,n.ahead=3)
>
> but only got values for the original data.
>
> Thanks,
> Erin
>
>
>
>