This function extracts covariance matrix of 1 to h steps ahead forecast errors for
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Model estimated using one of the functions of smooth package.
What method to use in order to produce covariance matrix:
Other parameters passed to simulate function (if
The function returns either scalar (if it is a non-smooth model) or the matrix of (h x h) size with variances and covariances of 1 to h steps ahead forecast errors. This is currently done based on empirical values. The analytical ones are more complicated.
Scalar in cases of non-smooth functions. (h x h) matrix otherwise.
Ivan Svetunkov, email@example.com
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