Time Series Forecasting

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Liam Mescall
Liam Mescall el 6 de Sept. de 2011
I am trying to forecast a time series and note a variety of options including garchpred and vgxpred.I have read some detail on both in the help file.Is there anywhere that outlines the datasets these are best suited to ? Thanks for your help
Liam Mescall

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Oleg Komarov
Oleg Komarov el 6 de Sept. de 2011
(G)ARCH models assume conditionally heteroskedastic errors, VAR(MA)(X) models do not but they can model the relationship of multiple time series.
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Liam Mescall
Liam Mescall el 6 de Sept. de 2011
Thanks Oleg - appreciaye it

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