MATLAB Answers

MMSE Forecasting - not clear

1 view (last 30 days)
Ranjan on 30 Mar 2012
I think the garch prediction section of the econometrics toolbox is poorly written - my specific problem is with SigmaTotal - what is it and how it relate to SigmaForecast is not clear - even the examples are not helpful.
In particular is equation 6-1 correct ? - the index i on the left hand side does not refer to anything

Answers (0)


Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!