[R-SIG-Finance] Expost prediction for ARMA or GARCH

[Brian G. Peterson]

On Sun, 19 Dec 2010 04:15:28 -0800 (PST), "Arun.stat"
<arun.kumar.saha at gmail.com> wrote:
> Perhaps following thread will be of your benefit:
> 
> http://r.789695.n4.nabble.com/Forecasting-GARCH-td930240.html#a930243

Arun,

This is precisely the thread I was talking about in my reply.  Thank You.

I did not check after that thread to see if Alexios added the
functionality to the rgarch package or not, but it looks like he did, from
this quote on the rgarch website:

"Forecast (from spec or fit), Simulation (from fit or spec)"
http://rgarch.r-forge.r-project.org/

To the OP's question, this would be forcast from specification.

Regards,

  - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
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