lr2fact

Apply this to the output of fcastGARCH in order to undertake forecasting on the scale of the original series (i.e. not the log returns). Quantiles may
be computed across the MCMC iterations and then all one needs to do is to multiply the result by the last observed
value in the original series (again, not the log returns)

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

lr2fact function

<dl><dt>mod</dt>
<dd>the output of fcastGARCH</dd></dl>

Arguments

lr2fact function — lr2fact

<dl>

<dt>mod</dt>
<dd>the output of fcastGARCH</dd>

</dl>

lr2fact: lr2fact function

Description

Usage

Value

Arguments