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2011 Jun 13
0
garch() false convergence
...gence to all x and y in GARCH(x,y). Second problem is i dont know exactly how to predict for example one new value for GARCH(2,2), and also the function predict() does not give me some new datapoints. Can someone help me out in one or both of my problems? Sorry for my poor english and many thanks Roltab -- View this message in context: http://r.789695.n4.nabble.com/garch-false-convergence-tp3594198p3594198.html Sent from the R help mailing list archive at Nabble.com.