Hello list, I use the packages tseries and fSeries to perform a time series analysis. I have a model with an AR specification for the mean and an ARCH(1) specification for the variance.
I just wonder if there is something to compute a forecast with that specification and also if there is possible to get the AIC for such AR-ARCH model. Thanks to all. Romain. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
