Hi all
i have a bootstrap forecast and I want to apply densregion.normal but I
cannot set the function
#GARCH Bootstrap Forecast
bp
*-----------------------------------*
* GARCH Bootstrap Forecast *
*-----------------------------------*
Model : sGARCH
n.ahead : 160
Bootstrap method: partial
Series (summary):
min q.25 mean q.75 max forecast
t+1 -3.3282 -0.48467 0.019555 0.47624 2.6046 0.020419
t+2 -3.4712 -0.52449 -0.012194 0.47010 2.4917 0.020419
t+3 -3.3133 -0.56612 -0.031448 0.46533 2.8016 0.020419
t+4 -3.3736 -0.49317 -0.003186 0.46404 2.8226 0.020419
t+5 -4.2874 -0.50963 -0.010378 0.46756 2.7967 0.020419
t+6 -3.3647 -0.45229 0.001016 0.47178 3.1595 0.020419
t+7 -3.9065 -0.48429 0.000352 0.47297 2.5344 0.020419
t+8 -4.0634 -0.49740 0.008466 0.47448 3.0548 0.020419
t+9 -3.2655 -0.49535 -0.001999 0.48135 2.6855 0.020419
t+10 -6.0612 -0.51060 -0.013824 0.47579 3.2759 0.020419
.....................
Sigma (summary):
min q0.25 mean q0.75 max forecast
t+1 0.76072 0.76072 0.76072 0.76072 0.76072 0.76072
t+2 0.73753 0.73978 0.76541 0.77523 1.16960 0.76582
t+3 0.71559 0.72955 0.76981 0.78941 1.21913 0.77085
t+4 0.69482 0.72431 0.77500 0.80449 1.21383 0.77580
t+5 0.67590 0.72155 0.77894 0.81511 1.21697 0.78069
t+6 0.65862 0.71913 0.78291 0.82186 1.50196 0.78551
t+7 0.64619 0.71714 0.78595 0.82691 1.45162 0.79026
t+8 0.62981 0.71404 0.78749 0.83305 1.51182 0.79495
t+9 0.62297 0.71110 0.79138 0.84197 1.58371 0.79957
t+10 0.61132 0.71076 0.79399 0.84730 1.54561 0.80413
.....................
Thanks!
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