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Copula in R

1 message · Alexios Ghalanos

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No, first fit the standardized residuals with the distribution you want
(e.g. the spd), then apply the cdf transform on those residuals(i.e.
pspd(std.resids, fit) ) to get the pseudo-uniform
numbers, then collect into a matrix and fit using the copula.

Once you have fitted, use the random number generator of copula to get a
correlated sample which you then transform back by using the quantile
function (qspd), and then reintroduce them into the univariate garch
fit from stage 1 from which you can now simulate.

HTH.

Alexios
Yana Roth wrote: