predict.lbvar: Functions for lbvar objects

In gabrielrvsc/lbvar: Implementation Large Bayesian VAR

Description

Functions for lbvar objects

Usage

## S3 method for class 'lbvar'
predict(object, h = 0, newdata = NULL, ...)

## S3 method for class 'lbvar'
coef(object, type = "equation", ...)

density_predict(object, h = 1, M = 10, newdata = NULL)

Arguments

object	lbvar object generated by the function lbvar.
h	Forecasting horizon. If h=0 returns the fitted values.
newdata	Exogenous variables to compute the predictions. If the model has exogenous controls (xreg) newdata must be supplied.
...	Arguments for other methods.
type	equation to extract coefficients by equation and block to extract blocks like cons. lags and xreg coefficients.
M	Number of simulations for density forecasts.

References

Garcia, Medeiros and Vasconcelos (2017).

See Also

lbvar

Examples

## == This example uses the Brazilian inflation data from
#Garcia, Medeiros and Vasconcelos (2017) == ##
data("BRinf")
Y=BRinf[,1:59]# remove expectation variables

modelB=lbvar(Y,p=4)
predict(modelB,h=10)

# take a look at the coefficients
eq=coef(modelB,type="equation")
block=coef(modelB,type="block")
block$Lag1

gabrielrvsc/lbvar documentation built on Aug. 22, 2021, 7:48 a.m.