egarch_fore: The forecasting model egarch basd on 'rugarch' package
In lily940703/febama: Feature-based Bayesian Forecasting Model Averaging
egarch_fore R Documentation
The forecasting model egarch basd on rugarch package
Description
The forecasting model egarch basd on rugarch package
Usage
egarch_fore(x, train_h, PI_level)
Arguments
x
The input time series.
train_h
The amount of future time steps to forecast.
PI_level
This function don't use it in the calculation.
This is used to make this function consistent with the parameter setting of the top four models.
Value
A list including forecasting mean and sd.
lily940703/febama documentation built on March 20, 2022, 1:57 a.m.
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| egarch_fore | R Documentation |
The forecasting model egarch basd on rugarch package
Description
The forecasting model egarch basd on rugarch package
Usage
egarch_fore(x, train_h, PI_level)
Arguments
x |
The input time series. |
train_h |
The amount of future time steps to forecast. |
PI_level |
This function don't use it in the calculation. This is used to make this function consistent with the parameter setting of the top four models. |
Value
A list including forecasting mean and sd.
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.
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