Hi everyone, I use the "rugarch" package in order tu run a rolling windows estimation using the function "ugarchroll". I want to set the windows "moving". For example, I want to do "n.ahead=1, refit.every=1, refit.windows="moving", .. "
But I don't know how to set the length of the rolling windows (say for eg. 250). Thank you in advance for your help Giles [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.