PredictVARX: One-step ahead predictions for VARX models
In BigVAR: Dimension Reduction Methods for Multivariate Time Series
View source: R/BigVARSupportFunctions.R
PredictVARX R Documentation
One-step ahead predictions for VARX models
Description
One-step ahead predictions for VARX models
Usage
PredictVARX(VARXRes)
Arguments
VARXRes
the results from VARXFit
Value
Returns a vector consisting of the out-of-sample forecasts for the provided VARXFit model.
See Also
VARXFit
Examples
data(Y)
# fit a VAR_3(3)
mod <- VARXFit(Y,3,NULL,NULL)
pred <-PredictVARX(mod)
BigVAR documentation built on Nov. 5, 2025, 7:42 p.m.
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View source: R/BigVARSupportFunctions.R
| PredictVARX | R Documentation |
One-step ahead predictions for VARX models
Description
One-step ahead predictions for VARX models
Usage
PredictVARX(VARXRes)
Arguments
VARXRes |
the results from |
Value
Returns a vector consisting of the out-of-sample forecasts for the provided VARXFit model.
See Also
VARXFit
Examples
data(Y)
# fit a VAR_3(3)
mod <- VARXFit(Y,3,NULL,NULL)
pred <-PredictVARX(mod)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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