[R] GARCH and forecasting
a.trapletti at bluewin.ch
Wed Jun 23 10:52:47 CEST 2004
Laura Holt wrote:
> Dear R People:
> Is there a way to forecast with GARCH modeling as found in tseries,
> When I use the predict command, I get an output of length 100,
> regardless of what I put in the n.ahead steps.
n.ahead is no argument to predict.garch. See ?predict.garch. Only
one-step ahead predictions are possible. For a prediction with no target
observation available, use genuine = T.
> R Version 1.9.0
> Thanks in advance.
> mailto: lauraholt_983 at hotmail.com
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