Description Usage Arguments Details Value Examples
Method for predicting
object of class mfbvar
If forecasts of quarterly variables should be aggregated back to the quarterly frequency.
The level of the probability bands for the forecasts.
Currently not in use.
Note that this requires that forecasts were made in the original
tibble with columns:
Name of variable
Date of forecast
If the argument
pred_bands is given as a numeric value between 0 and 1, the returned tibble also includes columns:
(1-pred_bands)/2 lower quantiles of the predictive distributions
The medians of the predictive distributions
(1+pred_bands)/2 upper quantiles of the predictive distributions
NA, the returned tibble also includes the columns:
MCMC samples from the predictive distributions
Iteration indexes for the MCMC samples
1 2 3
prior_obj <- set_prior(Y = mf_usa, n_lags = 4, n_reps = 20, n_fcst = 4) mod_minn <- estimate_mfbvar(prior_obj, prior = "minn") predict(mod_minn)
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