[R] garch prediction

[fernandito]

Hello
I want to predict the future values of time series with Garch
When I specified my model like this:
library(fGarch)
ret <- diff(log(x))*100
fit = garchFit(~arma(1,0,0)+garch(1, 1), data =ret)
predict(fit, n.ahead = 10)

 meanForecast  meanError standardDeviation
1    0.01371299 0.03086350        0.03305819
2    0.01211893 0.03094519        0.03350248
....................................................................................

I know that if I use fit = garchFit(~garch(1, 1), data =ret) I  got constant
mean, so trherefore I include amra term to move with mean

Iam not sure what values are hiding in this output.
1. Does menForecast hold my future predicted values?
2.Or I am able to just compute the confidence intervals for my prediction
like meanForecast +-2*standardDeviation  ??
3Or I need to compute the future values like
yt=meanForecast+meanError*sqrt(standardDeviation)  ???
My return looks like standard return series with plus and minus values,
[748,]  0.008184311  
[749,]  0.024548914  
[750,] -0.008182302

so I hope I would get similar prediction to this return, not just a postive
mean constant.

thanks??
-- 
View this message in context: http://www.nabble.com/garch-prediction-tp16400909p16400909.html
Sent from the R help mailing list archive at Nabble.com.