Time Series Forecast

I am working on volatility Forecast . Normally for this ARCH/GARCH nodes are required.
Do not find them. Please any one can help me out.

As far as I know KNIME doesn’t have a packaged ARCH/GARCH node. Perhaps a component could be made with existing nodes?
Otherwise, I think your best bet would be to do the data preprocessing in KNIME and use KNIME’s R integration and run an R package like “rmgarch” https://cran.r-project.org/web/packages/rmgarch/index.html

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I am not very familiar with R . ARCH/GARCH is a very common method used to Forecast volatility
KNIME have they got any future plans to make this a node …

Hello @Chandra_S,

ticket created. (Internal reference: AP-14883)

Br,
Ivan

Our components team has discussed making a component for ARCH/GARCH available on the Hub. There have also been rumblings about a node… no ETA on that yet. But thanks for the feedback on what features you’re looking for - this does help us prioritize things for future development. :slight_smile:

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Interested if there is any progress on this.

Not yet, but I can mention your interest to the components team. :slight_smile:

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