Calculates predictive density for given bayes MCMC VAR model and number of periods
1 2 3 4 5 6 7 8 9
bayes VAR model
number of time steps ahead to predict
bayesVAR_TVP: Predictive density for bayes TVP-VAR model.
bayesFAVAR_TVP: Predictive density for bayes TVP-VAR model.
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