[R] Getting forecast values using DCC GARCH fit

2017-06-07 Thread Dhivya Narayanasamy
Hi, I am completely new to GARCH models and trying to fit a multivariate time series model using DCC GARCH model and forecast it. The data looks like this: > head(datax) x vibration_x Speed 1 2017-05-16 17:53:00 -0.132 421.4189 2 2017-05-16 17:54:00 -0.296 129

[R] Getting forecast values using DCC GARCH fit

2017-06-06 Thread Dhivya Narayanasamy
Hi, I am trying to fit a multivariate time series model using DCC GARCH model and forecast it. The data looks like this: > head(datax) x vibration_x Speed 1 2017-05-16 17:53:00 -0.132 421.4189 2 2017-05-16 17:54:00 -0.296 1296.8882 3 2017-05-16 17:55:00 -