Re: [R] Predict ARMA GARCH model with new data

> On Oct 28, 2016, at 7:00 AM, Be Water wrote: > > How to add newdata to be predicted in an ARMA GARCH model with the fGARCH > package? > > ## R version 3.3.1 (2016-06-21) > ## Platform: x86_64-w64-mingw32/x64 (64-bit) > ## Running under: Windows >= 8 x64 (build 9200) > >

[R] Predict ARMA GARCH model with new data

How to add newdata to be predicted in an ARMA GARCH model with the fGARCH package? ## R version 3.3.1 (2016-06-21) ## Platform: x86_64-w64-mingw32/x64 (64-bit) ## Running under: Windows >= 8 x64 (build 9200) library(fGarch) ## Data simulation set.seed(345) ar.sim <-

Re: [R] predict for garch

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

[R] predict for garch

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