[R] Applying previously fitted fGarch model

shlagbaum shlagbaum at gmail.com
Mon Jan 31 21:09:34 CET 2011


Greetings,

Suppose I fit an fGarch model via garchFit function for a time series X.
I'm wondering is there any easy way to apply the fitted model to a different
time series Y to calculate conditional variances and standardized residuals?

Thanks.
-- 
View this message in context: http://r.789695.n4.nabble.com/Applying-previously-fitted-fGarch-model-tp3249585p3249585.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list