2006/3/30, Peter Arnold <peter@prainvestment.com>:

> I am trying to forecast volatility 2 periods forward using a ARCH(1)
> model:
>
> predict(garch(fit2,order=c(0,1),n.ahead=2))


Misplaced ')'. Maybe:
predict(garch(...),n.ahead=2)
Anyway, typing:
?predict.garch
(I'm referring to the tseries package) I can't see any 'n.ahead' argument
support documented.

Antonio, Fabio Di Narzo.

***** ESTIMATION WITH ANALYTICAL GRADIENT *****
>
>
> Error in qr(com.hess$hess, ...) : unused argument(s) (n.ahead ...)
>
>
> What did I do wrong?
>
> Thank you.
>
>
> Best regards,
>
>
>
> Peter Arnold, CFA
> President
> PRA Investment Counsel, Inc.
> 704-341-8193
> www.prainvestment.com
>
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