hello,
In my time series data, I was able to successfully
fit
its ARIMA model (Box-Jenkins) and its GARCH model
and
estimate their parameters. I was also able to
forecast
future values of the time series based on my fitted
ARIMA model using the predict() function call.
However, I'm not sure what is the correct function
command to call in order to forecast future values
of
my time series using both the fitted ARIMA model and
the fitted GARCH model. Using predict() didn't give
me
the result I was looking for. And I can't find any
documentation using help.search,
I think what I am looking for is akin to the
garchsim
and garchpred commands in Mathlab.
Any help is appreciated. Thanks!