Hi, I have two variables, FTSE100 and CPI . Call them Y and X respectively. I want to fit an ARCH(1) to model Y on X. I also intend to predict the values of Y for future (given) values of X. How can I use R for such prediction?
Another question is: is there a way I can call an R function which would return me the optimal p for the ARCH(p) model? I have attached the Excel data in case it is required. Thanks, Preetam
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