Hi,
i estimated a TGARCH model using the window "program".
I specified a period for the estimation and a period for the backtest of the model.
I would like to extract the forecast of the conditional variance of the period for backtest, but I don't know how to do it using the program'swindow?
thanks a lot,
Anaïs
extraction of the estimated conditional variance
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Re: extraction of the estimated conditional variance
Look up equation.forecast in the Object Reference.
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