[R] Out of example forecasting plot

Dear R helping team, I am trying to check if the model I fitted is the best fitted model from the data. I have over all 392 data, I want to fit the model in the first 382 data and do 10 step predictions, check whether my model fits the last 10 data well. Here is the R code I wrote da<-read.

[R] How to determine if GARCH model has 'false convergence'

Dear R helping team, I just want to test whether there is a false convergence in my GARCH(1,1) model. On my R console it dose not shown a false converge. Here are my command : > arch=garch(m2$residuals,order=c(1,1),trace=F)> arch Call:garch(x = m2$residuals, order = c(1, 1), trace = F) Coefficient

[R] Determine the order of Time series

Dear R help team, I am currently stuck on how to determine the order of a data. I have plotted the ACF and PACF of the data and it does not seem to cuts off. Is that possible to plot AIC BIC of some order(p,q) say, 0__ R-help@r-project.org mailing