[R] Confidence Interval in ARMA mean GARCH model

Aditya Damani adicool4u at gmail.com
Mon Aug 23 05:04:08 CEST 2010


Hi,

How do I change Confidence Interval level (say from 95% to 80%) while
getting prediction intervals for ARMA mean models, and GARCH models in
R?

TIA
Aditya



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