ugarchforecast-methods(rugarch)
ugarchforecast-methods()所属R语言包：rugarch
function: Univariate GARCH Forecasting
功能：单变量GARCH预测
译者：生物统计家园网 机器人LoveR
描述----------Description----------
Method for forecasting from a variety of univariate GARCH models.
从各种单变量GARCH模型的预测方法。
用法----------Usage----------
ugarchforecast(fitORspec, data = NULL, n.ahead = 10, n.roll = 0, out.sample = 0,
external.forecasts = list(mregfor = NULL, vregfor = NULL), ...)
参数----------Arguments----------
参数：fitORspec
Either a univariate GARCH fit object of class uGARCHfit or alternatively a univariate GARCH specification object of class uGARCHspec with valid fixed parameters.
无论是单变量GARCH合适的对象类uGARCHfit或者单变量GARCH规范的对象的类uGARCHspec有效的固定参数。
参数：data
Required if a specification rather than a fit object is supplied.
被供给时需要的规范，而不是一个合适的对象。
参数：n.ahead
The forecast horizon.
预测水平。
参数：n.roll
The no. of rolling forecasts to create beyond the first one (see details).
没有。滚动预测，以创造超越的第一个（见详情）。
参数：out.sample
Optional. If a specification object is supplied, indicates how many data points to keep for out of sample testing.
可选。如果提供一个规范的对象，表示保留多少个数据点出样品测试。
参数：external.forecasts
A list with forecasts for the external regressors in the mean and/or variance equations if specified.
如果指定的平均值和/或方差方程外部回归预测的列表。
参数：...
.
。
Details
详细信息----------Details----------
The forecast function has two dispatch methods allowing the user to call it with either a fitted object (in which case the data argument is ignored), or a specification object (in which case the data is required) with fixed parameters.<br> The forecast is based on the expected value of the innovations and hence the density chosen. One step ahead forecasts are based on the value of the previous data, while n-step ahead (n>1) are based on the unconditional expectation of the models.<br> The ability to roll the forecast 1 step at a time is implemented with the n.roll argument which controls how many times to roll the n.ahead forecast. The default argument of n.roll = 0 denotes no rolling and returns the standard n.ahead forecast. Critically, since n.roll depends on data being available from which to base the rolling forecast, the ugarchfit function needs to be called with the argument out.sample being at least as large as the n.roll argument, or in the case of a specification being used instead of a fit object, the out.sample argument directly in the forecast function.
的预测函数有两个调度方法，允许用户调用它与嵌合对象（在这种情况下，参数的数据被忽略），或具有固定参数的规范对象（在这种情况下，需要对数据进行）。<br>该预测是基于创新的预期值，因此所选择的密度。领先一步的预测是基于以前的数据值，而N-领先一步（N> 1）的基础上无条件期待的车型。<BR>的能力，一步一个脚印滚动预测的实现n.roll参数，它控制了多少遍推出的n.ahead的预测。默认参数的n.roll = 0表示没有滚动返回标准n.ahead预测。更重要的是，因为n.roll取决于数据所依据的滚动预测，ugarchfit功能需要调用的参数out.sample至少的n.roll参数，或在一个合适的对象，而不是正在使用的规范，out.sample直接在预测函数的参数的情况下。
值----------Value----------
A uGARCHforecast object containing details of the GARCH forecast. See the class for details on the returned object and methods for accessing it and performing some tests.
AuGARCHforecast对象，其中包含的GARCH预测的详细信息。在返回的对象和方法来访问它，并进行了一些测试的详细信息，请参阅类。
（作者）----------Author(s)----------
Alexios Ghalanos
参见----------See Also----------
For filtering ugarchfilter,simulation ugarchsim, rolling forecast and estimation ugarchroll, parameter distribution and uncertainty ugarchdistribution, bootstrap forecast ugarchboot.
对于过滤ugarchfilter，模拟ugarchsim，滚动预测和估计ugarchroll，参数分布和不确定性ugarchdistribution，引导预测ugarchboot。
实例----------Examples----------
## Not run: [＃不运行：]
# Basic GARCH(1,1) Spec[基本GARCH（1,1）规格]
data(dmbp)
spec = ugarchspec()
fit = ugarchfit(data = dmbp[,1], spec = spec)
forc = ugarchforecast(fit, n.ahead=20)
forc
head(as.data.frame(forc))
#plot(forc,which="all")[曲线（FORC =“所有”）]
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注：
注1：为了方便大家学习，本文档为生物统计家园网机器人LoveR翻译而成，仅供个人R语言学习参考使用，生物统计家园保留版权。
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发表于 2012-9-28 23:39:18
