acdforecastLong: Autoregressive Conditional Density model forecast

In TrungLeVn/SgtAcd: Autoregressive Density Model with Skewed Generalized Student-t distribution

Description

Produce forecast for ACD models, basing on the simulation

Usage

acdforecastLong(
  fitORspec,
  data = NULL,
  horizon = 10,
  n.roll = 0,
  out.sample = 0,
  m.sim = 1000,
  cluster = NULL,
  skew0 = NULL,
  shape10 = NULL,
  skew20 = NULL,
  ...
)

Arguments

fitORspec

Either ACDfit or ACDspec object is allowed

TrungLeVn/SgtAcd documentation built on July 25, 2021, 4:49 a.m.