View source: R/forecastResidual.R
forecastResidual | R Documentation |
Forecasts the residual value of a VAR realization given the white noise covariance matrix
forecastResidual(var, xprev = NULL, B = NULL)
var |
A VAR model represented by a |
xprev |
previous status of the random variable, in this case the "current instant"white-noise". Default is |
B |
matrix of coefficients for the vectorial white-noise component |
a vector of values
Emanuele Cordano, Emanuele Eccel
forecastEV
,NewVAReventRealization
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