predict.dfm: Predict factors and observables based on an estimated dynamic...

Description Usage Arguments Value

View source: R/methods.R

Description

Predict factors and observables based on an estimated dynamic factor model

Usage

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## S3 method for class 'dfm'
predict(x, h = 1)

Arguments

x

An object of dfm class

h

Forecasting horizon

Value

Returns prediction matrices for factors and input variables based on model estimation. Each row corresponds to a prediction horizon. First row is T+1, second -T+2 and so on...


guilbran/dynfactoR documentation built on Nov. 25, 2017, 12:35 a.m.