hCreate {miscFuncs}

hCreate function

Description

A function used in the forecasting of GARCH(1,1) models

Usage

hCreate(pars, y, T = length(y))

Arguments

pars

parameters for the GARCH model, these would come from an MCMC run

y

vector of log returns

T

this is the length of y; allow this to be pre-computed

Value

vector of h's