lr2fact: lr2fact function
In miscFuncs: Miscellaneous Useful Functions Including LaTeX Tables, Kalman Filtering, QQplots with Simulation-Based Confidence Intervals, Linear Regression Diagnostics and Development Tools
View source: R/garchForecast.R
lr2fact R Documentation
lr2fact function
Description
Apply this to the output of fcastGARCH in order to undertake forecasting on the scale of the original series (i.e. not the log returns). Quantiles may
be computed across the MCMC iterations and then all one needs to do is to multiply the result by the last observed
value in the original series (again, not the log returns)
Usage
lr2fact(mod)
Arguments
mod
the output of fcastGARCH
Value
the multiplicative factors.
miscFuncs documentation built on April 3, 2025, 6:04 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/garchForecast.R
| lr2fact | R Documentation |
lr2fact function
Description
Apply this to the output of fcastGARCH in order to undertake forecasting on the scale of the original series (i.e. not the log returns). Quantiles may be computed across the MCMC iterations and then all one needs to do is to multiply the result by the last observed value in the original series (again, not the log returns)
Usage
lr2fact(mod)
Arguments
mod |
the output of fcastGARCH |
Value
the multiplicative factors.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.