Hi R users
I'm wondering whether could be possible to get the resampled innovations
from the empirical distribution used when using ugarchboot function from
'great' rugarch package.
With resampled innovations from empirical distribution I mean:
innov(t)=Residual(t)/sigma(t)
I got the manual and also the vignette in front but seems like there isn't
a method to directly extract them. also did some google search but not
succeed.
I also did some google research but not succeed.
Could anyone guide me through this?
Bests
--
*Jaimie.*
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