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- Fri Jun 23, 2017 4:33 am
- Forum: ARCH and GARCH Models
- Topic: ARMA-GARCH Model
- Replies: 1
- Views: 73777
ARMA-GARCH Model
Dear all I have some problem with my code to forecasting based on ARMA-GARCH model and AR(1). Indeed, have 2 points: 1. My data are ranged from 2000:1:1 to 2017:1. I want to do forecasting only during the period 2000:1:1 to 2013:12 and then do forecast during the period 2014:1 to 2017:1. Therefore I...