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I have a problem with the following R code. From the following R codes I could not get the forecast values of the series. 

install.packages('MTS')  
install.packages('rmgarch')  
install.packages('gogarch')

library('MTS')  
library('rmgarch')  
library('gogarch')  

data(dji30ret)  
spec <- gogarchspec()    
fit <- gogarchfit(  
        spec = spec,  
        data = dji30ret[,1:4],  
        out.sample = 10,  
        gfun = "tanh"  
        )  
forecast <- gogarchforecast(  
           fit,  
           n.ahead =1,  
           n.roll = 9  
          )   
forecast

These codes executed but forecast values are not shown. I want to have the forecast values.

halfer
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haleemasadia
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    I vote to close this question. There is no sign OP has really tried to solve his problem on his own. The code is from the examples of the `rmgarch` package, the other packages seem to be used randomly without reason. It's very similar to OPs [first question](https://stackoverflow.com/q/44906642/7508461) which had pretty much the same question but for the example code of the `mgarchBEKK` package. For me this seems more like a "do my work for me" instead of a specific problem where OP got stuck. – Numb3rs Jul 25 '17 at 16:21

0 Answers0