forecast: Model Forecasting
In GARPFRM: Global Association of Risk Professionals: Financial Risk Manager
Description
Usage
Arguments
Value
Author(s)
Description
Generic method for forecasting from EWMA and GARCH models
Usage
1
Arguments
model
a model object
nAhead
number of periods ahead to forecast
...
any other passthrough parameters
Value
forecasted value from model
Author(s)
Ross Bennett
GARPFRM documentation built on May 2, 2019, 5:45 p.m.
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Description Usage Arguments Value Author(s)
Description
Generic method for forecasting from EWMA and GARCH models
Usage
1 |
Arguments
model |
a model object |
nAhead |
number of periods ahead to forecast |
... |
any other passthrough parameters |
Value
forecasted value from model
Author(s)
Ross Bennett
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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