 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 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

