ARIMAGACH_fore_Par: ARIMAGACH_fore_Par
In 3schwartz/forecast:
Description
Usage
Arguments
Value
Description
Forecast one-day ahead forecast using ARIMA-GARCH.
Usage
1
2
3
ARIMAGACH_fore_Par(Period = Period, foreLength = foreLength,
windowLength = windowLength, ARIMAfit = TRUE, outDir = "./output/",
version = "v1")
Arguments
Period
xts object of log returns (one-dim)
foreLength
length of forecast
windowLength
length of window used for fitting
ARIMAfit
If true, then an ARIMA will be fit for each iterations. Else a ARMA(2,1) is used
outDir
Output dir
version
Version of dataset (if run multipe times and want to save each data)
Value
Write to files position each day and its cumulative return
3schwartz/forecast documentation built on May 13, 2019, 1:13 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.
Description Usage Arguments Value
Description
Forecast one-day ahead forecast using ARIMA-GARCH.
Usage
1 2 3 | ARIMAGACH_fore_Par(Period = Period, foreLength = foreLength,
windowLength = windowLength, ARIMAfit = TRUE, outDir = "./output/",
version = "v1")
|
Arguments
Period |
xts object of log returns (one-dim) |
foreLength |
length of forecast |
windowLength |
length of window used for fitting |
ARIMAfit |
If true, then an ARIMA will be fit for each iterations. Else a ARMA(2,1) is used |
outDir |
Output dir |
version |
Version of dataset (if run multipe times and want to save each data) |
Value
Write to files position each day and its cumulative return
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.