Dear Professors,
I will like to know how to compute a dynamic forecast from maximum likelihood estimation. For example, If I estimated a ad-hoc GARCH model as follows
series e=inf - beta1-beta2*inf(-1)
series h=var(e)
series h=alpha+theta*e(-1)^n
So how would I forecast dynamically variable "inf" and "h". I would appreciate if you can share a loop code for this.
Thanks
Timmy J.O