Description Usage Arguments Value
Predict factors and observables based on an estimated dynamic factor model
1 2 | ## S3 method for class 'dfm'
predict(x, h = 1)
|
x |
An object of |
h |
Forecasting horizon |
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...
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