compute_forecasts: Computes forecasts for VARs
In sparsevar: Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation
compute_forecasts R Documentation
Computes forecasts for VARs
Description
This function computes forecasts for a given VAR.
Usage
compute_forecasts(v, num_steps)
Arguments
v
a VAR object as from fitVAR.
num_steps
the number of forecasts to produce.
Value
A matrix of dimension (number of variables) x (num_steps) containing
the forecasted values for each variable at each forecast horizon.
sparsevar documentation built on Feb. 5, 2026, 1:07 a.m.
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| compute_forecasts | R Documentation |
Computes forecasts for VARs
Description
This function computes forecasts for a given VAR.
Usage
compute_forecasts(v, num_steps)
Arguments
v |
a VAR object as from fitVAR. |
num_steps |
the number of forecasts to produce. |
Value
A matrix of dimension (number of variables) x (num_steps) containing the forecasted values for each variable at each forecast horizon.
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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