Produces a high level plot of two sets of VAR forecasts computed from
  a Markov Chain Monte Carlo (MCMC) posterior sample.  Forecasts are the
  output of <code>hc.forecast</code>, <code>forecast</code>, and <code>uc.forecast</code>.

models

hplot

plot.forecast

Provides methods for estimating frequentist and Bayesian
        Vector Autoregression (VAR) models.  Functions for reduced form
        and structural VAR models are also available. Includes methods
        for the generating posterior inferences for VAR forecasts,
        impulse responses (using likelihood-based error bands), and
        forecast error decompositions.  Also includes utility functions
        for plotting forecasts and impulse responses, and generating
        draws from Wishart and singular multivariate normal densities.
        Current version includes some limited functionality to build
        models with Markov switching.

plot.forecast: Plots competing sets of VAR forecasts or a single set of VAR forecasts

Description

Usage

Arguments

Value

Details

See Also