COINT (version 0.0.2)

fmvar_forecast: Forecast a FM-VAR System

Description

Forecast a VAR generated by fmvar_forecast.

Usage

fmvar_forecast(output, n.ahead=6)

Value

Forecasted values of all endogenous variables.

Arguments

output

The output object of fmvar_forecast.

n.ahead

The steps of out-of-sample forecasting.

Author

Ho Tsung-wu <[e-mail]>, College of Management, National Taiwan Normal University.

Details

This function recursively computes the n.ahead steps of out-of-sample forecasting.

Examples

data(macro)
out=fmvar(macro,p=1,q=6,v=10,type="trend",ker_fun="parzen")
fmvar_forecast(out,n.ahead=6)