2006/3/30, Peter Arnold <[EMAIL PROTECTED]>: > I am trying to forecast volatility 2 periods forward using a ARCH(1) > model: > > predict(garch(fit2,order=c(0,1),n.ahead=2))
Misplaced ')'. Maybe: predict(garch(...),n.ahead=2) Anyway, typing: ?predict.garch (I'm referring to the tseries package) I can't see any 'n.ahead' argument support documented. Antonio, Fabio Di Narzo. ***** 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 > [[alternative HTML version deleted]] ______________________________________________ [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
