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!