| hi,people, i`ve been trying to make forecast with a garch model. For example, using the data djclose, i wrote the code below: ######################################################## open djclose # open data genr return=ldiff(djclose) # generate returns garch 1 1; return # garch(1,1) ######################################################## Question: From here, what gretl code i can use to make a 'out of sample' forecast to the dow jones return serie(return) - for example, for the days 1/2/1990,1/3/1990,1/4/1990 - with a 95% confidence interval? Thanks all, |