Laura Holt wrote:
Dear R People:
Is there a way to forecast with GARCH modeling as found in tseries, please?
When I use the predict command, I get an output of length 100, regardless of what I put in the n.ahead steps.
n.ahead is no argument to predict.garch. See ?predict.garch. Only one-step ahead predictions are possible. For a prediction with no target observation available, use genuine = T.
Best Adrian
R Version 1.9.0
Thanks in advance. Sincerely, Laura mailto: [EMAIL PROTECTED]
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