i am sorry! i was meant to write !h=2500 and !j=2501
so please help!!
Search found 2 matches
- Sat Nov 10, 2012 11:22 am
- Forum: Programming
- Topic: forecasting with garch 1,1
- Replies: 1
- Views: 1679
- Sat Nov 10, 2012 11:16 am
- Forum: Programming
- Topic: forecasting with garch 1,1
- Replies: 1
- Views: 1679
forecasting with garch 1,1
hello guys! i need your help! i am writing my Master thesis and i am stuck on VaR - garch 1,1 forecast code! what i am trying to do is to predict conditional variance and coeficients for garch 1,1. my sample includes 5000 observations where 2500 are in sample and 2500 out. being unaware of programmi...