predict.GVAR: Forecasting GVAR objects
In GVAR: Vector Error Correction Model (VECM), VECM with exogenous I(1) variables, Global VAR (GVAR)
Description
Usage
Arguments
Details
Value
Author(s)
References
See Also
Description
forecasting for "GVAR" objects
Usage
1
2
Arguments
x
"GVAR" object
steps
length of prediction period
start
start prediction at index start, if NULL start will be at the end of the sample period
exo.var
either a matrix of dimension exogenous variables x steps if exo.type="exo" or a vector specifying (subsystem,variable(s))
exo.type
"exo" for additional exogenous variables, or "from.sub" to specify in which subsystem the variable is endogenous
Details
knows about the future
Value
Returns a list containing:
X
endogenous prediction
d
exogenous prediction
Author(s)
Rainer Puhr
References
GVAR papers
See Also
GVAR documentation built on May 2, 2019, 6:30 p.m.
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Description Usage Arguments Details Value Author(s) References See Also
Description
forecasting for "GVAR" objects
Usage
1 2 |
Arguments
x |
|
steps |
length of prediction period |
start |
start prediction at index |
exo.var |
either a matrix of dimension exogenous variables x steps if |
exo.type |
|
Details
knows about the future
Value
Returns a list containing:
X |
endogenous prediction |
d |
exogenous prediction |
Author(s)
Rainer Puhr
References
GVAR papers
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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