hCreate

A function used in the forecasting of GARCH(1,1) models

Implementing various things including functions for LaTeX tables,
the Kalman filter, QQ-plots with simulation-based confidence intervals, linear regression diagnostics, web scraping, development tools, relative risk and odds
rati, GARCH(1,1) Forecasting.

Benjamin Taylor

miscFuncs

Miscellaneous Useful Functions Including LaTeX Tables, Kalman
Filtering, QQplots with Simulation-Based Confidence Intervals,
Linear Regression Diagnostics and Development Tools

hCreate function

<dl><dt>pars</dt>
<dd>parameters for the GARCH model, these would come from an MCMC run</dd>
<dt>y</dt>
<dd>vector of log returns</dd>
<dt>T</dt>
<dd>this is the length of y; allow this to be pre-computed</dd></dl>

Arguments

hCreate function — hCreate

<dl>

<dt>pars</dt>
<dd>parameters for the GARCH model, these would come from an MCMC run</dd>


<dt>y</dt>
<dd>vector of log returns</dd>


<dt>T</dt>
<dd>this is the length of y; allow this to be pre-computed</dd>

</dl>

hCreate: hCreate function

Description

Usage

Value

Arguments