pred.block {VARDetect} | R Documentation |
Prediction function (block)
Description
Prediction function (block)
Usage
pred.block(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 length of observation to predict |
Value
prediction matrix
[Package VARDetect version 0.1.8 Index]