Generates several realizations of a VAR model

1 2 3 |

`var` |
A VAR model represented by a |

`xprev` |
previous status of the random variable |

`exogen` |
matrix containing the values of the "exogen" variables (predictor) for the generation |

`nrealization` |
number of realization (e.g. days to simulate). If |

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

`extremes, type` |
see |

`noise` |
stochastic noise to add for variabile generation. Default is |

a matrix of values

Emanuele Cordano, Emanuele Eccel

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.