PredictVARX {BigVAR} | R Documentation |
One-step ahead predictions for VARX models
PredictVARX(VARXRes)
VARXRes |
the results from |
Returns a vector consisting of the out-of-sample forecasts for the provided VARXFit
model.
data(Y) # fit a VAR_3(3) mod <- VARXFit(Y,3,NULL,NULL) pred <-PredictVARX(mod)