Forecasting - In and out of sample
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Hi,
I am new to matlab, and I have som difficulties solving a forecasting problem.
I am trying to forecast the price of oil, and i have done all the initial analysis, autocorrelation and so on.
I have found that the innovations are best described by a normal Garch(1,1)-model, and now i want to combine my findings in a forecast - Hence what will the price be in 20-days? Hence i want to do an out-of-sample forecast.
To my question - I am new to matlab - and I cant see to find any tutorials worth using, can anyone in the community be of assistance? I would greatly appreciate it.
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