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\name{garchPredictor}
\alias{garchPredictor}
\alias{predict.fGARCH}
\title{GARCH Prediction Function}
\description{
Predicts a time series from a fitted GARCH object.
}
\usage{
\method{predict}{fGARCH}(object, n.ahead = 10, trace = FALSE, \dots)
}
\arguments{
\item{n.ahead}{
number of steps to be forecasted, an integer value, by default 10.
}
\item{object}{
an object of class \code{fGARCH} as returned from the function
\code{garchFit()}.
}
\item{trace}{
a logical flag. Should the prediction process be printed? By
default \code{trace=FALSE}.
}
\item{\dots}{
additional arguments to be passed.
}
}
\value{
returns ...
}
\author{
Diethelm Wuertz for the Rmetrics \R-port.
}
\examples{
## 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)
}
\keyword{models}
|
