forecastResidual {RMAWGEN}

Forecasts the residual value of a VAR realization given the white noise covariance matrix

Description

Forecasts the residual value of a VAR realization given the white noise covariance matrix

Usage

forecastResidual(var, xprev = NULL, B = NULL)

Arguments

var

A VAR model represented by a varest object as returned by getVARmodel or VAR

xprev

previous status of the random variable, in this case the "current instant"white-noise". Default is NULL and then randomly generated.

B

matrix of coefficients for the vectorial white-noise component

Value

a vector of values

Author(s)

Emanuele Cordano, Emanuele Eccel

See Also

forecastEV,NewVAReventRealization