predict-methods-BigVAR.results: Forecast using a BigVAR.results object

In BigVAR: Dimension Reduction Methods for Multivariate Time Series

Forecast using a BigVAR.results object

Description

Forecast using a BigVAR.results object

Usage

predict(object,...)

Arguments

object	BigVAR.results object from cv.BigVAR
...	additional arguments affecting the predictions produced (e.g. n.ahead, confint)

Details

Provides n.ahead step forecasts using the model produced by cv.BigVAR. If confint is set to TRUE, a 95 percent confidence interval will also be returned.

See Also

cv.BigVAR

Examples

data(Y)
Y=Y[1:100,]
Model1=constructModel(Y,p=4,struct='Basic',gran=c(50,10),verbose=FALSE)
results=cv.BigVAR(Model1)
predict(results,n.ahead=1)

BigVAR documentation built on Nov. 5, 2025, 7:42 p.m.