forecastResidual: Forecasts the residual value of a VAR realization given the...
In RMAWGEN: Multi-Site Auto-Regressive Weather GENerator
View source: R/forecastResidual.R
forecastResidual R Documentation
Forecasts the residual value of a VAR realization given the white noise covariance matrix
Description
Forecasts the residual value of a VAR realization given the white noise covariance matrix
Usage
forecastResidual(var, xprev = NULL, B = NULL)
Arguments
var
A VAR model represented by a varest object as returned by getVARmodel or VAR
xprev
previous status of the random variable, in this case the "current instant"white-noise". Default is NULL and then randomly generated.
B
matrix of coefficients for the vectorial white-noise component
Value
a vector of values
Author(s)
Emanuele Cordano, Emanuele Eccel
See Also
forecastEV,NewVAReventRealization
RMAWGEN documentation built on April 12, 2025, 5:07 p.m.
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View source: R/forecastResidual.R
| forecastResidual | R Documentation |
Forecasts the residual value of a VAR realization given the white noise covariance matrix
Description
Forecasts the residual value of a VAR realization given the white noise covariance matrix
Usage
forecastResidual(var, xprev = NULL, B = NULL)
Arguments
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 |
Value
a vector of values
Author(s)
Emanuele Cordano, Emanuele Eccel
See Also
forecastEV,NewVAReventRealization
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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