FCVARsim | R Documentation |

`FCVARsim`

simulates the FCVAR model as specified by
input `model`

and starting values specified by `data`

.
Errors are drawn from a normal distribution.

FCVARsim(x, model, NumPeriods)

`x` |
A |

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

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

A `NumPeriods`

by *p* matrix `xBS`

of simulated observations.

`FCVARoptions`

to set default estimation options.
`FCVARestn`

for the specification of the `model`

.
Use `FCVARsim`

to draw a sample from the FCVAR model.
For simulations intended for bootstrapping statistics, use `FCVARsimBS`

.

Other FCVAR auxiliary functions:
`FCVARforecast()`

,
`FCVARlikeGrid()`

,
`FCVARsimBS()`

,
`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")] results <- FCVARestn(x, k = 2, r = 1, opt) x_sim <- FCVARsim(x[1:10, ], results, NumPeriods = 100)

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