predict for garch

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predict for garch

Erin Hodgess-2
Dear R People:

Is there a predict method for garch methods, please?

I tried the usual "predict(d1.garch,n.ahead=3)

but only got values for the original data.

Thanks,
Erin



--
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: [hidden email]

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Re: predict for garch

Spencer Graves
Hi, Erin:

      I just got 46 hits from RSiteSearch('predict garch').  Might any
of these help you?

      Spencer    

Erin Hodgess wrote:

> Dear R People:
>
> Is there a predict method for garch methods, please?
>
> I tried the usual "predict(d1.garch,n.ahead=3)
>
> but only got values for the original data.
>
> Thanks,
> Erin
>
>
>
>

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.