用R做时间序列滚动预测,程序如下:
egarchroll=ugarchroll(spec=egarchspec,data=xtimeseries,n.ahead=1, forecast.lengh=100,n.start=NULL,refit.every=1,refit.window="recursive",window.size=NULL,solver="hybrid",fit.control=list(),solver.control=list(),calculate.VaR=TRUE,VaR.alpha=c(0.01,0.05),cluster=NULL,keep.coef=TRUE)
为何最后预测的是倒数500个数据,而不是我在程序中规定的预测长度为100个数据呢?