restmtx: Utility function for generating the restriction matrix for hard
condition forecasting
Description
Generates the restriction matrix for a set of hard condition
forecasts. See hc.forecast for details.Value
A matrix of dimensions (nsteps x m*nsteps) that can be used to
represent the restrictions in hard condition forecasting using
hc.forecastDetails
Builds the appropriately dimensioned and filled restriction matrix of
zeros and ones for hard condition forecasting.References
Waggoner, Daniel F. and Tao Zha. 1999. "Conditional
Forecasts in Dynamic Multivariate Models" Review of Economics and
Statistics, 81(4):639-651.