predict.fastVAR.GraphicalVARX: GraphicalVARX Predict

In jeffwong/fastVAR: fastVAR

Description

Predict n steps ahead from a fastVAR.GraphicalVARX object

Usage

  predict.fastVAR.GraphicalVARX(GraphicalVARX, xnew,
    n.ahead = 1, threshold, ...)

Arguments

GraphicalVARX	an object of class fastVAR.GraphicalVARX returned from GraphicalVARX
xnew	a matrix of future values for the exogenous inputs. Should contain n.ahead rows
n.ahead	number of steps to predict
threshold	threshold prediction values to be greater than this value
...	extra parameters to pass into the coefficients method for objects of type fastVAR.GraphicalVARX

Examples

data(Canada)
  x = matrix(rnorm(84*4), 84, 4)
  predict(GraphicalVARX(Canada, x = x, p = 3, b = 2, intercept = F), xnew = matrix(rnorm(2*4),2,4), n.ahead = 2)

jeffwong/fastVAR documentation built on May 19, 2019, 4:02 a.m.