summary.forecast: Summary functions for forecasts obtained through VAR / BVAR /...

In MSBVAR: Markov-Switching, Bayesian, Vector Autoregression Models

Description

Prints a summary of the mean and quantile values for the forecasts generated through VAR / BVAR / B-SVAR model objects to standard output.

Usage

 ## S3 method for class 'forecast'
summary(object, probs = c(0.16,0.84), ...)

Arguments

object	Forecast object genrated through fitting a VAR, BVAR, or B-SVAR model from either forecast.VAR, forecast.BVAR, or forecast.BSVAR
probs	vector list of probability range for quantiles. default: c(0.16,0.84) or a 68% region (approximately one standard deviation on each side of the mean)
...	optional arguments (ignored, but included for S3 consistency)

Details

Prints a summary of the mean and quantile values for the forecasts.

Value

Returns the mean forecast and the specified posterior probability interval for the forecasts.

Author(s)

Patrick T. Brandt

See Also

summary

Examples

## Not run: 
summary(x)

## End(Not run)

MSBVAR documentation built on May 30, 2017, 1:23 a.m.