predict.fastVAR.SparseVARX: SparseVARX Predict

In jeffwong/fastVAR: fastVAR

Description

Predict n steps ahead from a fastVAR.SparseVARX object

Usage

  ## S3 method for class 'fastVAR.SparseVARX'
 predict(sparseVARX, xnew,
    n.ahead = 1, threshold, ...)

Arguments

sparseVARX	an object of class fastVAR.SparseVARX returned from SparseVARX
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.VAR

Examples

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

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