FCVARforecast | R Documentation |

`FCVARforecast`

calculates recursive forecasts with the FCVAR model.

FCVARforecast(x, model, NumPeriods)

`x` |
A matrix of variables to be included in the system. The forecast will be calculated using these values as starting values. |

`model` |
A list of estimation results, just as if estimated from |

`NumPeriods` |
The number of time periods in the simulation. |

A `NumPeriods`

*\times p* matrix `xf`

of forecasted values.

`FCVARoptions`

to set default estimation options.
`FCVARestn`

for the specification of the `model`

.
`FCVARforecast`

calls `FracDiff`

and `Lbk`

to calculate the forecast.

Other FCVAR auxiliary functions:
`FCVARlikeGrid()`

,
`FCVARsimBS()`

,
`FCVARsim()`

,
`FracDiff()`

,
`plot.FCVAR_grid()`

opt <- FCVARoptions() opt$gridSearch <- 0 # Disable grid search in optimization. opt$dbMin <- c(0.01, 0.01) # Set lower bound for d,b. opt$dbMax <- c(2.00, 2.00) # Set upper bound for d,b. opt$constrained <- 0 # Impose restriction dbMax >= d >= b >= dbMin ? 1 <- yes, 0 <- no. x <- votingJNP2014[, c("lib", "ir_can", "un_can")] opt1 <- opt opt1$R_Alpha <- matrix(c(0, 1, 0), nrow = 1, ncol = 3) m1r4 <- FCVARestn(x, k = 2, r = 1, opt1) xf <- FCVARforecast(x, m1r4, NumPeriods = 12)

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