
hi,has anyone used the ARFIMA models in the rugarch package for time series forecasting. If so, how good/robust have your results been. also, has anybody used it with high-frequency returns on equity indices. any comments/thoughts would be appreciated.thanks,Bobby
 > Date: Wed, 18 Jan 2012 13:08:11 -0500
> From: rharlow86@gmail.com
> To: papa.senyo@yahoo.it
> CC: r-sig-finance@r-project.org
> Subject: Re: [R-SIG-Finance] Garch Bootstrap forecast
> 
> There is extensive documentation available on R Cran including:
> http://cran.r-project.org/web/packages/rugarch/rugarch.pdf
> 
> and also a very nice vignette here that explains what the rolling
> estimation does (section 5):
> http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf
> 
> 
> On Wed, Jan 18, 2012 at 11:39 AM, Papa Senyo <papa.senyo@yahoo.it> wrote:
> 
> > Dear all,
> > Please, I am using the rugarch package for forecasting. Any one have
> > references to the technical know-how and  interpreting the result of the
> > Garch Bootsrap forecast.
> > I would also like to have information on the Rolling estimation output ie
> > its interpretation. Hope to hearing from you all.
> > Kind regards
> > Papa
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> >
> >
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