predict.bayesVAR: Posterior predictive distributions from Bayesian VAR model...

View source: R/bayesVAR.R

predict.bayesVARR Documentation

Posterior predictive distributions from Bayesian VAR model sampling posterior predictive distributions from the Bayesian VAR model

Description

Posterior predictive distributions from Bayesian VAR model sampling posterior predictive distributions from the Bayesian VAR model

Usage

## S3 method for class 'bayesVAR'
predict(object, newdata, condition, type = c("unconditional", "conditional"))

Arguments

object

Bayesian VAR model

newdata

a data of xts class, exogenous variables for the prediction period

condition

a data of xts class, endogenous variables to be conditioned

type

plotting for goodness-of-fitted or forecasting


morner75/bayesVAR documentation built on April 6, 2024, 7:25 a.m.