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 |