forecastResidual: Forecasts the residual value of a VAR realization given the...

Description Usage Arguments Value Author(s) See Also

View source: R/forecastResidual.R

Description

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

Usage

1
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 May 29, 2017, 9:09 a.m.