| Library: | multi |
| See also: | forec2 forecast |
| Macro: | covfore2 | |
| Description: | Computes forecast MSE matrix for undiff. time series |
| Usage: | covf2=covfore2(f,a,cova,covu,di,ord,adj,tb,te,h,typ) | |
| Input: | ||
| f | matrix | |
| a | matrix of parameters | |
| cova | matrix, covariance matrix of parameters | |
| covu | matrix, covariance matrix of residuals | |
| di | scalar, dimension of time series | |
| ord | vector, order of series | |
| adj | scalar, 1=if adjusted, 0=if not | |
| tb | integer, (time) begin | |
| te | integer, (time) end | |
| h | integer, forecast horizon | |
| typ | integer, indicating the model type | |
| Output: | ||
| covf2 | matrix, forecast MSE | |
| Library: | multi |
| See also: | forec2 forecast |