From: Rogelio on
Hello,

Does any one knows where can I find examples of ARIMA forecasting? I am wondering if it is more appropriate to use MeanRMSE instead of SigmaTotal (outputs for garchpred) to form predictive intervals. According with my bibliography, we should use MeanRMSE but I have seen pepole using the standard deviation of the predictions , just as SigmaTotal.

Any help is appreciated.

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