| 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 |