Hi,
I'm trying to run a garch model. and I want to use the predict
function to predict ahead the conditional standard deviation.
but when I run the predict function I get the same number of return as my data.
How should I define the number of days looking ahead in garch predict?
I really
Hi,
I have a problem using garchFit, when I use :
x-model$resid
fit = garchFit(~garch(1, 1), data = x, cond.dist=dst)
[EMAIL PROTECTED]
it gives me error : object fit not found
Why it doesn't recognize fit?
Thanks,
Shirin
__
Hi
I have a set of data like this:
*Time of Day* *Pct of Daily Volume* 9:45 7.50% 10 6.25% 10:15 4.45%
10:30 4.80% 10:45 4.45% 11:00 4.20% 11:15 2.50% 11:30 2.30% 11:45 2.25%
12:00 2.45% 12:15 2.60% 12:30 2.00% 12:45 2.05% 13:00 2.40% 13:15 1.90%
13:30 3.10% 13:45 2.90% 14:00 2.80% 14:15
no this is not what I want.
I was using loess function or smooth.spline.
but For loess I don't know how would I be able to get the integral.
On 7/1/08, stephen sefick [EMAIL PROTECTED] wrote:
?lm
lm(x[,1]~x[,2])
On Tue, Jul 1, 2008 at 2:28 PM, Shirin Safa [EMAIL PROTECTED] wrote:
Hi
I
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