s-broda / ARCHModels.jl
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test/runtests.jl has changed.

@@ -215,16 +215,13 @@
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	zt = residuals(am)
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	at = residuals(am, standardized=false)
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	themean = T(0)
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	if horizon > 1 && what == :VaR
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		error("Predicting VaR more than one period ahead is not implemented. Consider predicting one period ahead and scaling by `sqrt(horizon)`.")
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	end
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	for t = length(am.data) .+ (1 : horizon)
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		if what == :return || what == :VaR
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			themean = mean(at, ht, lht, am.data, am.meanspec, am.meanspec.coefs, t)
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		end
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	data = copy(am.data)
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	for t = length(data) .+ (1 : horizon)
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		themean = mean(at, ht, lht, data, am.meanspec, am.meanspec.coefs, t)
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		update!(ht, lht, zt, at, VS, am.spec.coefs)
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		push!(zt, 0.)
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		push!(at, 0.)
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        push!(data, themean)
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	end
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	if what == :return
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		return themean
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