pred.block.var

the start time point for prediction

the number of time series components

the length of observation to predict

Prediction function for VAR (block)

A unified framework for simultaneous structural break detection and parameter estimation in high-dimensional linear models. The proposed method can handle a wide range of models, including change-in-mean model, multiple linear regression model, Vector auto-regressive model and Gaussian graphical model.

Yue Bai

pred.block.var: Prediction function for VAR (block)

Description

Usage

Arguments

Value