[R-SIG-Finance] Back test report in Rugarch

[Brian G. Peterson]

On Wed, 2012-05-02 at 15:35 +0100, Papa sen wrote:
> Thanks so much for your comments. However, Alexios, I used the same
> codes and changed the backtest length =875 and yet got a report of 500
> to be the backtest length.

without more information, I don't think we know how long your series
is....  There is a certain minimum amount of data to make the model.

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
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