search for: standardderiv

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2011 Sep 20
0
predict() of garchFit
Hi, could anyone tell me how predict() predicts the meanError or standardDerivation of a garchFit(1,1)-model, knowing the coefficients mu, omega, alpha1, beta1 and of course all datapoints? Thanks and sorry for my poor english. -- View this message in context: http://r.789695.n4.nabble.com/predict-of-garchFit-tp3826335p3826335.html Sent from the R help mailing list archive...