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hello, i was trying to predict values for a garch, so i did: predict(fitgarch,n.ahead = 20) but this doesn't work. Someone can tell me how to get the 20 values ahead of a garch model. thanks in advance _________________________________________________________________ O Windows Live ajuda-o a manter-se em contacto com todos os seus amigos, num só local.

Hello, I need to know how to import ARIMA coefficients. I already determined the coefficients of the model with other software, but now i need to do the forecast in R. For Example: I have a time series named x and i have fitted an ARIMA(1,0,1) (with other software) AR coef = -.172295 MA coef = .960043 (i know that this is not a good model, it's just an example) I try to

Hello, I am modelling a Time Serie with ARIMA-GARCH and i have already determined the coefficients ( ARIMA and GARCH) with other software. Now I am trying to do the forecast in R, but i don't know how i can import the coefficients. I will be very pleased if someone help me. Daniel _________________________________________________________________ Mais do que mensagens – conheça