Hi,

I've fitted a GARCH(1,1) for the residuals of my time serie (X).
X is an ARMA(1,1) process.
Now I want to do a n-step forecast for X, knowing these processes. How can I
do this?
I know that there's a command:

predict() for ARIMA processes and so on, but what about GARCH?

I've got:

arma=arima(x, order=c(1,0,1))
(...)
garch11<-garch(residuals(x),order = c(1, 1))
summary(garch11)

How can I forecast the conditional variance and my serie X?

Many thanks
Ana

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