MATLAB Answers

MMSE Forecasting - not clear

1 view (last 30 days)
Ranjan
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)

Tags

Community Treasure Hunt

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

Start Hunting!