[R] Help about rugarch

tete nzouankeu
2012-09-04T14:33:46Z

Hi everyone,

I use the "rugarch" package in order tu run a rolling windows
estimation using the function "ugarchroll". I want to set the windows
"moving".
For example, I want to do "n.ahead=1, refit.every=1,
refit.windows="moving", .. "

But I don't know how to set the length of the rolling windows (say for eg.
250).

Thank you in advance for your help

Giles

	[[alternative HTML version deleted]]