| Library: | multi |
| See also: | prognose |
| Quantlet: | prognos2 | |
| Description: | Forecasts of undifferenced series for VAR Models |
| Usage: | z=prognos2(f,yh,zt,hh) | |
| Input: | ||
| f | matrix | |
| yh | matrix, forecasts of variables | |
| zt | vector, last observation of series | |
| hh | scalar, forecast horizon | |
| Output: | ||
| z | matrix | |