Hi,
i did in the last month a research about timeseries with the function
ARIMA().
Where i had to know how to predict and forecast new datapoints in the
future. Not only the things the functions predict() and forecast() can do.
All was ok, as the arima function was in the major parts convergent and i
did know how to predict for example in a simple ARIMA(x,0,y)-model.
Now i have to do the same stuff for GARCH()
The first problem is none of my timeseries is convergent. So it says false
convergence to all x and y in GARCH(x,y).
Second problem is i dont know exactly how to predict for example one new
value for GARCH(2,2), and also the function predict() does not give me some
new datapoints.
Can someone help me out in one or both of my problems?
Sorry for my poor english and many thanks
Roltab
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