<div xmlns="http://www.w3.org/1999/xhtml"> </div><blockquote xmlns="http://www.w3.org/1999/xhtml" type="cite"><blockquote type="cite"><div><span style="background-color:#ffffff;color:#000000;float:none;font-family:arial,sans-serif;font-size:15px;font-style:normal;font-variant-caps:normal;font-variant-ligatures:normal;font-weight:400;text-align:start;text-transform:none;white-space:pre-wrap;">Hi. After fitting a rolling model and plotting the Series forecast all forecasted values are positive. Use this code to reproduce: </span><a target="_blank" style="color:rgb(153,0,153);font-family:Arial,sans-serif;font-size:15px;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;text-align:start;text-transform:none;white-space:pre-wrap;background-color:rgb(255,255,255);" rel="noopener noreferrer" href="http://www.unstarched.net/wp-content/uploads/2013/06/an-example-in-rugarch.pdf">http://www.unstarched.net/wp-content/uploads/2013/06/an-example-in-rugarch.pdf</a><span style="background-color:#ffffff;color:#000000;float:none;font-family:arial,sans-serif;font-size:15px;font-style:normal;font-variant-caps:normal;font-variant-ligatures:normal;font-weight:400;text-align:start;text-transform:none;white-space:pre-wrap;"> I would expect the series forecasts be both positive and negative. </span></div><div> </div><div><img src="cid:5Ri3efcKWgO8*DqdZdrapJcIjikreGbcwtNHTHeFgss8vgzrmXaSZ*BdmLGug7IOmFJe1UBokGMK6pDrl8djKlwtql7m6eeurD8hgW4wl859/UJTHlqWBZI3XrslMOZu" /></div><div> </div><div>After looking through the sources I found that it is a plot of abs(mu) against realized values. :</div><div> </div><div># rolling series forecast comparison plot</div><div>.plot.garchroll.3 = function(x, VaR.alpha = 0.01, density.support = c(-0.15, 0.15), ...)</div><div>{</div><div>density = x@forecast$density</div><div>plot(as.Date(rownames(density)), density[,6], type="l", col = "grey",</div><div>main = paste("Series Forecast vs Realized", sep = ""),</div><div>ylab = "", xlab  = "", cex.main = 0.7, cex.axis = 0.8, cex.lab=0.9)</div><div>lines(as.Date(rownames(density)), <strong>abs</strong>(density[,1]), col = "tomato1", lwd = 1.5)</div><div>grid()</div><div>invisible(x)</div><div>}</div><div> </div><div>I think it there should be no <strong>abs </strong>. What do you think?</div></blockquote></blockquote>