[R-SIG-Finance] Problem with garch (tseries)

[Ricardo Zambrano Aguilera]

Señores
Can i do some forescast of log returns ???
i´m doing  an ARMA-GARCH process  step by step 
rt=ut+et
 
why am i do this?? because just like this i can to remove the no significative parameters and come back to estimate it´s that right??, (because it  exist  the great fSeries package, and there´s no reason for no use it???)



now can i predict return of this way....???


predict(arma)+ predict(garch) of any sentence of the times series packages????


thanks a lot 

pd: by the way ... can i use the iid.test package to seek the behavior of the returns????  

Ricardo Zambrano Aguilera
Chile