Description Usage Arguments Value Note
Forecasting for GARCH models fit via uvGARCH
1 2 3 |
model |
GARCH model fit via |
nAhead |
number of steps ahead to forecast |
nRoll |
number of rolling forecasts |
externalForecasts |
named list of external regressors in the mean and/or variance equations |
... |
additional parameters passed to |
a uGARCHforecast object with the GARCH forecast data
For rolling forecasts specified with the nRoll
argument, the
GARCH model must be fit with outSample
argument greater than or
equal to nRoll
.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.