Time Series Forecasting

I am trying to forecast a time series and note a variety of options including garchpred and vgxpred.I have read some detail on both in the help file.Is there anywhere that outlines the datasets these are best suited to ? Thanks for your help

Liam Mescall

Answer 1

[Oleg Komarov]

(G)ARCH models assume conditionally heteroskedastic errors, VAR(MA)(X) models do not but they can model the relationship of multiple time series.

[Liam Mescall]

Thanks Oleg - appreciaye it