predictive.density: Calculates predictive density for given bayes MCMC VAR model...

In GediminasB/bayesVAR_TVP: Bayesian analysis of Vector Autoregressive Models

Description

Calculates predictive density for given bayes MCMC VAR model and number of periods

Usage

## 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, ...)

Arguments

model	bayes VAR model
T	number of time steps ahead to predict

Methods (by class)

• bayesVAR_TVP: Predictive density for bayes TVP-VAR model.

• bayesFAVAR_TVP: Predictive density for bayes TVP-VAR model.

GediminasB/bayesVAR_TVP documentation built on Nov. 18, 2019, 6:44 p.m.