pred: Prediction function (single observation)
In VARDetect: Multiple Change Point Detection in Structural VAR Models
View source: R/Functions_BSS_SGL.R
pred R Documentation
Prediction function (single observation)
Description
Prediction function (single observation)
Usage
pred(Y, phi, q, nob, p, h)
Arguments
Y
data for prediction
phi
parameter matrix
q
lag
nob
total length of data
p
the dimension of time series components
h
the h-th observation to predict
Value
prediction matrix
VARDetect documentation built on May 10, 2022, 9:07 a.m.
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View source: R/Functions_BSS_SGL.R
| pred | R Documentation |
Prediction function (single observation)
Description
Prediction function (single observation)
Usage
pred(Y, phi, q, nob, p, h)
Arguments
Y |
data for prediction |
phi |
parameter matrix |
q |
lag |
nob |
total length of data |
p |
the dimension of time series components |
h |
the h-th observation to predict |
Value
prediction matrix
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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