garchPredictor            package:fGarch            R Documentation

_G_A_R_C_H _P_r_e_d_i_c_t_i_o_n _F_u_n_c_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     Predicts a time series from a fitted GARCH object.

_U_s_a_g_e:

         ## S3 method for class 'fGARCH':
         predict(object, n.ahead = 10, trace = FALSE, ...)

_A_r_g_u_m_e_n_t_s:

 n.ahead: number of steps to be forecasted, an integer value, by
          default 10. 

  object: an object of class 'fGARCH' as returned from the function
          'garchFit()'. 

   trace: a logical flag. Should the prediction process be printed? By 
          default 'trace=FALSE'. 

     ...: additional arguments to be passed. 

_V_a_l_u_e:

     returns ...

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

_E_x_a_m_p_l_e_s:

     ## garchSpec -
        spec = garchSpec()
        spec

     ## garchSim -
        x = garchSim(model = spec@model, n = 500)
        head(x) 

     ## garchFit - 
        # fit = garchFit(~garch(1, 1), data = x)
        # print(fit)
        ## Interactive Plot:
        ## plot(fit)
        ## Batch Plot:
        # plot(fit, which = 3)
        # summary(fit)
        
     ## predict -
        # predict(object, n.ahead = 10)

