APRScenario (version 0.0.3.0)

forc_h: forc_h function

Description

forc_h function

Usage

forc_h(h = 1, n_sim = 200, data_ = NULL, posterior = NULL, matrices = NULL)

Value

a matrix of unconditional forecasts

Arguments

h

forecast horizon

n_sim

length of shock simulation

data_

Optional matrix of data n_var*h+1 x T. If NULL, defaults to matrices$Z

posterior

Optional posterior object (default taken from calling environment)

matrices

Optional matrices object from gen_mats() (default taken from calling environment)

Examples

if (FALSE) {
# Example usage for unconditional forecasting
forecast <- forc_h(h = 4, n_sim = 1000, 
                   posterior = posterior, matrices = matrices)
}