I am trying to forecast volatility 2 periods forward using a ARCH(1) model:
predict(garch(fit2,order=c(0,1),n.ahead=2)) ***** ESTIMATION WITH ANALYTICAL GRADIENT ***** Error in qr(com.hess$hess, ...) : unused argument(s) (n.ahead ...) What did I do wrong? Thank you. Best regards, Peter Arnold, CFA President PRA Investment Counsel, Inc. 704-341-8193 www.prainvestment.com ______________________________________________ [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
