<html><body><div style="color:#000; background-color:#fff; font-family:bookman old style, new york, times, serif;font-size:10pt"><div style="RIGHT: auto">Hi every body,</div>
<div style="RIGHT: auto">a)</div>
<div style="RIGHT: auto">I should compare the forecast of three model below. Could you help me?</div>
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<div style="RIGHT: auto">>m1=garchFit(z1~garch(1,1),data=z1,trace=F)<BR>>f1=predict(m1,n.ahead=6)<BR>>m2=garchFit(z1~garch(1,1),data=z1,cond.dist='std',trace=F)<BR>>f2=predict(m2,n.ahead=6)<BR>>n=ugarchspec(variance.model = list(model = "eGARCH",garchOrder = c(1,1)),mean.model = list(armaOrder = c(0,0), include.mean = TRUE,arfima = F),distribution.model='std') #same as arfima = F <BR>>m3=ugarchfit(spec=n, data=z1)<BR style="RIGHT: auto">>f3=ugarchforecast(m3,n.ahead=6)<BR></div>
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<div style="RIGHT: auto">b)</div>
<div style="RIGHT: auto">Also, I want calculateing forecasts for GARCH-M model and then compare to the other. What should I do? (I fitted this model with Tsay' function. I attached it)</div>
<div style="RIGHT: auto">Please help me.</div>
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<div style="RIGHT: auto">Thank you so much,</div>
<div style="RIGHT: auto">Good luck</div>
<div style="RIGHT: auto"><VAR id=yui-ie-cursor></VAR>E. Daadmehr</div></div></body></html>