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 |