predict.lbvar: Functions for lbvar objects

Description Usage Arguments References See Also Examples

View source: R/predict.lbvar.R

Description

Functions for lbvar objects

Usage

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## 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

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## == 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.