1. Does anybody have an Ox (or Gauss) prg to generate out-of-sample forecats
based on ARFIMA, GARCH or Threshold family models? Just trying not to reinvent
the wheel.
2. I did not find any way to 'load' the 'PcGive' package within an Ox prg in
order to generate out-of-sample forecasts. Is it possible to do it? I would
rather avoid computing my forecasts 'manually' through the PcGive intefarce
(rather time-consuming).
Thank you.
Mikael Petitjean
CIM-ICM Research Fellow
CeReFiM, FUNDP
University of Namur
Belgium
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