pred {VARDetect}R Documentation

Prediction function (single observation)

Description

Prediction function (single observation)

Usage

pred(Y, phi, q, nob, p, h)

Arguments

Y

data for prediction

phi

parameter matrix

q

lag

nob

total length of data

p

the dimension of time series components

h

the h-th observation to predict

Value

prediction matrix


[Package VARDetect version 0.1.8 Index]