Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: multi
See also: domulti

Quantlet: prognose
Description: forecasting in VAR models

Usage: yest2 = prognose(coeff,mw,ord,h,te,di,adj,typ,ytt)
Input:
coeff matrix, estimated coefficients
mw matrix, mean of time series
ord vector, order of series
h integer, forecast horizon
te integer, (time) end
di integer, dimension of time series
adj scalar, 1=if adjusted, 0=if not
typ integer, the model type
ytt vector, the transformed time series
Output:
yest2 matrix




Author: C. Hafner, S. Sperlich, W. Haerdle, 19971212 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006