Open tbeason opened 2 years ago
Is it possible to simulate a fixed length time series from a given starting point? Say I have a GARCH specification, now I want to simulate potential paths forward from a specific point in time, how can I do that right now? Or is it not possible?
That's indeed not possible. I agree it would be worth having though.
Is it possible to simulate a fixed length time series from a given starting point? Say I have a GARCH specification, now I want to simulate potential paths forward from a specific point in time, how can I do that right now? Or is it not possible?