predict {BigVAR} | R Documentation |
Forecast using a BigVAR.results object
predict(object,...)
object |
BigVAR.results object from |
... |
additional arguments affecting the predictions produced (e.g. |
Provides n.ahead
step forecasts using the model produced by cv.BigVAR. If confint
is set to TRUE
, a 95 percent confidence interval will also be returned.
data(Y)
Y=Y[1:100,]
Model1=constructModel(Y,p=4,struct='Basic',gran=c(50,10),verbose=FALSE)
results=cv.BigVAR(Model1)
predict(results,n.ahead=1)