Description Usage Arguments Methods (by class)
Calculates predictive density for given bayes MCMC VAR model and number of periods
1 2 3 4 5 6 7 8 9 | ## S3 method for class 'bayesVAR_TVP'
predictive.density(model, T = 10,
currentLevels = tail(model$y, 1))
## S3 method for class 'bayesFAVAR_TVP'
predictive.density(model, T = 4,
currentLevels = tail(model$y, model$p), n.sim = 10)
predictive.density(x, ...)
|
model |
bayes VAR model |
T |
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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