predict.Nmdl: Predict for a 'Nmdl' object

In MSTest: Hypothesis Testing for Markov Switching Models

Predict for a Nmdl object

Description

This is a method for the function predict() for objects of the class Nmdl.

Usage

## S3 method for class 'Nmdl'
predict(object, ..., h = 10)

Arguments

object	a model object for which prediction is desired.
...	additional arguments affecting the predictions produced.
h	max number of prediction periods

Value

a (h x q) matrix with predicted value values.

MSTest documentation built on Oct. 31, 2024, 1:06 a.m.