dot-recursiveforecast: Recursively forecast a VAR
In bigtime: Sparse Estimation of Large Time Series Models
.recursiveforecast R Documentation
Recursively forecast a VAR
Description
This function is not meant to be directly called by the user
and is only a helper function
Usage
.recursiveforecast(Y, Phi_hat, phi_0, h)
Arguments
Y
Data matrix
Phi_hat
Coefficient matrix
phi_0
Constant terms
h
Forecast horizon
Value
Returns a matrix of forecasts
bigtime documentation built on Aug. 22, 2023, 1:08 a.m.
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.
| .recursiveforecast | R Documentation |
Recursively forecast a VAR
Description
This function is not meant to be directly called by the user and is only a helper function
Usage
.recursiveforecast(Y, Phi_hat, phi_0, h)
Arguments
Y |
Data matrix |
Phi_hat |
Coefficient matrix |
phi_0 |
Constant terms |
h |
Forecast horizon |
Value
Returns a matrix of forecasts
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.
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.