| 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 |
Value
Returns a vector consisting of the out-of-sample forecasts for the provided VARXFit model.
See Also
Examples
data(Y)
# fit a VAR_3(3)
mod <- VARXFit(Y,3,NULL,NULL)
pred <-PredictVARX(mod)
[Package BigVAR version 1.1.2 Index]