predict.dfm: Predict factors and observables based on an estimated dynamic...
In SebKrantz/dynfacto_R: Dynamic Factor Model Estimation for Nowcasting
Description
Usage
Arguments
Value
Description
Predict factors and observables based on an estimated dynamic
factor model
Usage
1
2
## S3 method for class 'dfm'
predict(x, h = 1)
Arguments
x
An object of dfm class
h
Forecasting horizon
Value
Returns prediction matrices for factors and input variables
based on model estimation. Each row corresponds to a prediction
horizon. First row is T+1, second -T+2 and so on...
SebKrantz/dynfacto_R documentation built on Dec. 31, 2020, 4:30 p.m.
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Description Usage Arguments Value
Description
Predict factors and observables based on an estimated dynamic factor model
Usage
1 2 | ## S3 method for class 'dfm'
predict(x, h = 1)
|
Arguments
x |
An object of |
h |
Forecasting horizon |
Value
Returns prediction matrices for factors and input variables
based on model estimation. Each row corresponds to a prediction
horizon. First row is T+1, second -T+2 and so on...
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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