predict.autovar: Predict method for objects of class autovar

In santoscs/pimfc: Prevendo Inflacao Com Modelo Fatores Comuns

Description

Forecating a VAR object of class 'autovar' with confidence bands

Usage

## S3 method for class 'autovar'
predict(object, ..., n.ahead = 12, ci = 0.95)

Arguments

object	An object of class 'autovar'; generated by auto.var().
...	Currently not used.
n.ahead	An integer specifying the number of forecast steps.
ci	The forecast confidence interval.

Value

A list with class attribute 'varprd' holding the following elements:

fcst	A list of matrices per variable containing the forecasted values with lower and upper bounds as well as the confidence interval.
model	The estimated VAR object for auto.var().

santoscs/pimfc documentation built on May 29, 2019, 1:48 p.m.