NB!!! In the STK4060 project; ¡­

NB!!! In the STK4060 project; Assignment no. 1, correct d) to:

d) For the models chosen, discuss in principle how you can calculate the one-steps-ahead predictions and the standardized innovations. Discuss relevant diagnostics.

(Remark: The calculations are described in the book, slightly outside the curriculum, but do not seem to have been implemented in R. It is enough to refer to the relevant passages in the book, you don't have to write down everything which is written there.)