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
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 -
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