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: forec2 forecast

Quantlet: ivforec
Description: Computes forecast intervals for VAR Models

Usage: yy=ivforec(h,yh,covdyd,z)
Input:
h scalar, forecast horizon
yh matrix, forecasts of variables
covdyd matrix, forecast mse
z scalar, 1.96 for alpha=0.95
Output:
yy matrix, forecast intervals

Library: multi
See also: forec2 forecast

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

Author: Christian Hafner 981230
(C) MD*TECH Method and Data Technologies, 21.9.2000