predict-methods            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:

     ## S4 method for signature 'fGARCH':
     predict(object, n.ahead = 10, trace = FALSE, ...)

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

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

  object: an object of class 'fGARCH' as returned by the function
          'garchFit'. 

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

     ...: additional arguments to be passed. 

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

     returns a data frame with the foloowing columns: '"meanForecast"',
     'meanError', and '"standardDeviation"'.

     The number of records equals the number of forecasting steps
     'n.ahead'.

_M_e_t_h_o_d_s:



     _o_b_j_e_c_t = "_A_N_Y" Generic function.

     _o_b_j_e_c_t = "_f_G_A_R_C_H" Predict function for objects of class
          '"fGARCH"'.


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

     Diethelm Wuertz for the Rmetrics R-port.

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

     ## garchFit - 
        # Parameter Estimation of Default GARCH(1,1) Model:
        fit = garchFit(~ garch(1, 1), data = garchSim(), trace = FALSE)
        fit

     ## predict -
        predict(fit, n.ahead = 10)

