Hello,
I have a time series of 500 returns. I am fitting a garch(1,1) model to this
series using
fit <- garchFit(~garch(1,2), data=y)
Then I run: predict(fit,n.ahead=100,plot=TRUE)
To get the plot.
My question, how can I access the data that is being plotted with the black
line. Basically I want the list of predictions for the next 100 times, the
function returns the meanForecast(constant), meanError, standardDeviation, and
lower and upper intervals based on mean +/- 1.96*MSE but not the values
actually being plotted (for the first 100 times, beyond that it shows the mean
and conf. interval).
Thanks!
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