Generate a series from regression output
Posted: Thu Nov 29, 2012 3:11 pm
Good evening all!
Forgive me if this is a silly question - I am a beginner.
I have a GARCH-M model, for which I am using to forecast the returns of a stock price index. I have forecasted the conditional mean which is fine, however I would like to be able to generate a series using the equation output, so that I can compare the model estimation to the actual values.
My coursework is in for Monday and I am all done but it would be nice to be able to do this! :D
Thank you!
Andy
Forgive me if this is a silly question - I am a beginner.
I have a GARCH-M model, for which I am using to forecast the returns of a stock price index. I have forecasted the conditional mean which is fine, however I would like to be able to generate a series using the equation output, so that I can compare the model estimation to the actual values.
My coursework is in for Monday and I am all done but it would be nice to be able to do this! :D
Thank you!
Andy