pred.var: Prediction function for VAR 2
In LinearDetect: Change Point Detection in High-Dimensional Linear Regression Models

Prediction function for VAR 2

1	pred.var(Y, phi, q, TT, p, h = 1)

`Y`	data for prediction
`phi`	parameter matrix
`q`	the AR order
`TT`	the start time point for prediction
`p`	the number of time series components
`h`	the length of observation to predict

prediction matrix

LinearDetect documentation built on March 22, 2021, 9:06 a.m.

LinearDetect index

my-vignette"

Note that we can't provide technical support on individual packages. You should contact the package authors for that.

Description