Description Usage Arguments Value
Backtest using DCC forecast. Function designed to be used for parallel computing
1 2 | DCC_test_Par(d, returnsDCC = Period, wL = windowLength,
ARIMAfit = FALSE)
|
d |
iterator |
returnsDCC |
xts of returns |
wL |
window length |
ARIMAfit |
If true, then an ARIMA will be fit for each iterations. Else a ARMA(2,1) is used |
Object of type "DCCfit". OBS a lot of non-fits objects are return as warnings or errors
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