forecast: forecasts for a bayesian VAR model

In joergrieger/bvar: Estimation and forecasting of bayesian VAR models

Description

forecasts for a bayesian VAR model

Usage

forecast(obj, forecastHorizon = 16, interval = c(0.95, 0.05), ...)

## S3 method for class 'bvar'
forecast(obj, forecastHorizon = 16, interval = c(0.95,
  0.05), ...)

## S3 method for class 'msvar'
forecast(obj, forecastHorizon = 16, interval = c(0.05,
  0.95), ...)

## S3 method for class 'tvar'
forecast(obj, forecastHorizon, interval = c(0.05, 0.95),
  ...)

Arguments

obj	S3 object of the class bvar
forecastHorizon	Forecast Horizon
interval	forecast bands
...	currently not used

Value

returns an S3 object of the class fcbvar

joergrieger/bvar documentation built on July 3, 2020, 5:34 p.m.