forecast_density: Forecast density of future observations of BVAR model

In hoanguc3m/fatBVARS: Bayesian VAR with Stochastic volatility and fat tails

Forecast density of future observations of BVAR model

Description

This function returns a forecast density of future observations of BVAR-SV-fatTail model.

Usage

forecast_density(Chain, y_current = NULL, y_obs_future, t_current)

Arguments

Chain	The fatBVARSV object from command BVAR.
y_current	The current values of y.
y_obs_future	The future observable values of y.
t_pred	The time prediction horizon.

Value

The forecast density of future observations of BVAR model

Examples

## Not run: 
forecast_dens1 <- forecast_density(Chain1, y_current, y_obs_future, t_current)

## End(Not run)

hoanguc3m/fatBVARS documentation built on Jan. 12, 2023, 4:42 p.m.