Description Usage Arguments Value Author(s) See Also

View source: R/forecastResidual.R

Forecasts the residual value of a VAR realization given the white noise covariance matrix

1 | ```
forecastResidual(var, xprev = NULL, B = NULL)
``` |

`var` |
A VAR model represented by a |

`xprev` |
previous status of the random variable, in this case the "current instant"white-noise". Default is |

`B` |
matrix of coefficients for the vectorial white-noise component |

a vector of values

Emanuele Cordano, Emanuele Eccel

`forecastEV`

,`NewVAReventRealization`

RMAWGEN documentation built on May 29, 2017, 9:09 a.m.

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