search for: garchpred

Displaying 1 result from an estimated 1 matches for "garchpred".

2006 Feb 16
2
function for prediting garch
...l in order to forecast future values of my time series using both the fitted ARIMA model and the fitted GARCH model. Using predict() didn't give me the result I was looking for. And I can't find any documentation using help.search, I think what I am looking for is akin to the garchsim and garchpred commands in Mathlab. Any help is appreciated. Thanks!