Library: | times |
See also: | varest |
Macro: | varfc | |
Description: | computes one step forecast for a VAR-model |
Usage: | fc = varfc (y, p, q, n, h) | |
Input: | ||
y | 1 x n vector with time series | |
p | number of points which are omitted in the beginning | |
Output: | ||
fc | p x n vector of forecasts |
Library: | times |
See also: | varest |