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autocorrelate
2006 Feb 16
2
function for prediting garch
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