| Library: | multi |
| See also: | domulti |
| Quantlet: | prognose | |
| Description: | forecasting in VAR models |
| Usage: | yest2 = prognose(coeff,mw,ord,h,te,di,adj,typ,ytt) | |
| Input: | ||
| coeff | matrix, estimated coefficients | |
| mw | matrix, mean of time series | |
| ord | vector, order of series | |
| h | integer, forecast horizon | |
| te | integer, (time) end | |
| di | integer, dimension of time series | |
| adj | scalar, 1=if adjusted, 0=if not | |
| typ | integer, the model type | |
| ytt | vector, the transformed time series | |
| Output: | ||
| yest2 | matrix | |
| Library: | multi |
| See also: | domulti |