Message-ID: <293135334.237550.1478580677660@mail.yahoo.com>
Date: 2016-11-08T04:51:17Z
From: Wei-han Liu
Subject: 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
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