.recursiveforecast {bigtime} | R Documentation |
Recursively forecast a VAR
Description
This function is not meant to be directly called by the user and is only a helper function
Usage
.recursiveforecast(Y, Phi_hat, phi_0, h)
Arguments
Y |
Data matrix |
Phi_hat |
Coefficient matrix |
phi_0 |
Constant terms |
h |
Forecast horizon |
Value
Returns a matrix of forecasts
[Package bigtime version 0.2.3 Index]