I am writing to seek help in interpreting results of GARCH variants and
to forecast volatility in index returns.
I am a beginner in time series analysis, currently working on analyzing
the time varying volatility in index returns. With reference to the
logarithmic index returns can anyone put light on,
1) How to interpret the output of a GARCH variants?
2) How to forecast variance with the GARCH outputs?
3) How to calculate loss functions to interpret forecasting performance
of GARCH variants used?
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How I become an r-developer
A pleasant thing: it was less than 10 hours between
the first submission and the time I saw my
first name on cran
An unpleasant thing: during those few
hours I was (incredibly in our epoch of
over-politcorrectness) humiliated by
PS1 I admire Gretl atmosphere!
PS2 Waiting for Arthur Tarassow:
"nlWalsTest" is about testing nonlinear restrictions.