Time Series Forecasting

6 Set 2011
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I am trying to forecast a time series and note a variety of options including garchpred and vgxpred.I have read some detail on both in the help file.Is there anywhere that outlines the datasets these are best suited to ? Thanks for your help
Liam Mescall

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Oleg Komarov
Oleg Komarov il 6 Set 2011

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(G)ARCH models assume conditionally heteroskedastic errors, VAR(MA)(X) models do not but they can model the relationship of multiple time series.

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