fmvar_forecast: Forecast a FM-VAR System
In COINT: Unit Root Tests with Structural Breaks and Fully-Modified Estimators
fmvar_forecast R Documentation
Forecast a FM-VAR System
Description
Forecast a VAR generated by fmvar_forecast.
Usage
fmvar_forecast(output, n.ahead=6)
Arguments
output
The output object of fmvar_forecast.
n.ahead
The steps of out-of-sample forecasting.
Details
This function recursively computes the n.ahead steps of out-of-sample forecasting.
Value
Forecasted values of all endogenous variables.
Author(s)
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
Examples
data(macro)
out=fmvar(macro,p=1,q=6,v=10,type="trend",ker_fun="parzen")
fmvar_forecast(out,n.ahead=6)
COINT documentation built on Sept. 9, 2025, 5:51 p.m.
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.
| fmvar_forecast | R Documentation |
Forecast a FM-VAR System
Description
Forecast a VAR generated by fmvar_forecast.
Usage
fmvar_forecast(output, n.ahead=6)
Arguments
output |
The output object of fmvar_forecast. |
n.ahead |
The steps of out-of-sample forecasting. |
Details
This function recursively computes the n.ahead steps of out-of-sample forecasting.
Value
Forecasted values of all endogenous variables.
Author(s)
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
Examples
data(macro)
out=fmvar(macro,p=1,q=6,v=10,type="trend",ker_fun="parzen")
fmvar_forecast(out,n.ahead=6)
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.