[R] garch and prediction

Laura Holt lauraholt_983 at hotmail.com
Tue Jun 22 23:05:43 CEST 2004


Hi R People:

I used a garch object in the prediction command.  The original time series 
was 1000 entries long.

When I used:

predict(x.arch,n.ahead=2)

the output had 100 values.

I'm confused.

Does anyone have any suggestions, please?  Perhaps garch has its own special 
predict function.

Thanks,
Laura Holt
mailto: lauraholt_983 at hotmail.com




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