dot-recursiveforecast: Recursively forecast a VAR
In YiHou98/bigtime: Sparse Estimation of Large Time Series Models
Description
Usage
Arguments
Value
Description
This function is not meant to be directly called by the user
and is only a helper function
Usage
1
.recursiveforecast(Y, Phi_hat, phi_0, h)
Arguments
Y
data matrix
Phi_hat
coefficient matrix
phi_0
constent terms
h
forecast horizon
Value
Returns a matrix of forecasts
YiHou98/bigtime documentation built on Dec. 18, 2021, 7:26 p.m.
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Description Usage Arguments Value
Description
This function is not meant to be directly called by the user and is only a helper function
Usage
1 | .recursiveforecast(Y, Phi_hat, phi_0, h)
|
Arguments
Y |
data matrix |
Phi_hat |
coefficient matrix |
phi_0 |
constent terms |
h |
forecast horizon |
Value
Returns a matrix of forecasts
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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