Garch models in Fable

Any plan to incorporate Arch/Garch models into Fable


Referred here by Forecasting: Principles and Practice, by Rob J Hyndman and George Athanasopoulos

No, but fable can be extended. See Extending fabletools: Models • fabletools. I hope someone interested in this area will produce a fable extension package that includes (G)ARCH models.

This topic was automatically closed 21 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.