Function ugarchroll in Package rugarch
Hi R users: ?I am trying and learning the Package ?rugarch.? Function?ugarchroll helps?create the rolling density forecast from ARMA-GARCH models with option for re?tting every n periods with parallel functionality. A nice example of application is posted on this webpage:?A short introduction to the rugarch package ?Could some people show how to extract all the residuals in every refitting after fitting ugarchroll function? I do not find a specific command for that purpose in the documentation. CHEERS! Weihan