PredictVARX {BigVAR}R Documentation

One-step ahead predictions for VARX models

Description

One-step ahead predictions for VARX models

Usage

PredictVARX(VARXRes)

Arguments

VARXRes

the results from VARXFit

Value

Returns a vector consisting of the out-of-sample forecasts for the provided VARXFit model.

See Also

VARXFit

Examples

data(Y)
# fit a VAR_3(3)
mod <- VARXFit(Y,3,NULL,NULL)
pred <-PredictVARX(mod)


[Package BigVAR version 1.0.6 Index]