Density forecasting using ugarchforecast

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Density forecasting using ugarchforecast

LuxR
Dear community I am trying to forecast daily return densities for an equity portfolio with data from 1996-2017. 5 Years of data shall be used for estimating the GARCH parameters and reestimation should be done every 5 years. Thats the code I have used so far:

-ASV<-ugarchspec(variance.model=list(model="gjrGARCH",garchOrder=c(1,1),submodel=NULL,external.regressors=NULL,variance.targeting=FALSE),          mean.model=list(armaOrder=c(1,1),include.mean=TRUE,archm=FALSE,archPOW=1,arfima=FALSE,external.regressors=NULL,archex=FALSE),distribution.model="std",start.pars=list(),fixed.pars=list())

- ASVfit<-ugarchfit(spec=ASV,data=AsiaSmallValue[2:1305,2])

Now I would like to generate the forecasts:
- ASVforecast<-ugarchforecast(ASVfit,n.ahead=1,n.roll=1304,out.sample=5588)
leading to the error: n.roll must not be greater than out.sample

OR
- ASVforecast<-ugarchforecast(ASV,data=AsiaSmallValue,n.ahead=1,n.roll=1304,out.sample=5588)

leading to the error: ugarchforecast-->error: parameters names do not match specification
Expected Parameters are: mu ar1 ma1 omega alpha1 beta1 gamma1 shape

Can anyone tell me what I am doing wrong?

Thank you!