get_forecast: Forecast future observations of BVAR model

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

Forecast future observations of BVAR model

Description

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

Usage

get_forecast(
  Chain,
  y0 = NULL,
  t_pred = 12,
  t_current,
  Nfsample = NULL,
  thin = 1
)

Arguments

Chain	The fatBVARSV object from command BVAR.
t_pred	The time prediction horizon.

Value

The list of forecast future observations of BVAR model

Examples

## Not run: 
forecast1 <- get_forecast(Chain1)

## End(Not run)

hoanguc3m/fatBVARS documentation built on Oct. 12, 2024, 6:37 a.m.