Description Usage Arguments Details Value Examples
forecast_var
forecasts time series using VAR model
1 | forecast_var(y, h = 1, model = NULL, ...)
|
y |
multivariate time series |
h |
forecast horizon |
model |
estimated VAR model. If missing will be estimated automatically. |
... |
further arguments passed to |
Models are estimated using VAR
function from vars
package if necessary.
forecasts from VAR model as mforecast object
1 2 3 |
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