Prints a summary of the mean and quantile values for the
  forecasts generated through VAR / BVAR / B-SVAR model objects to
  standard output.

manip

models

print

summary.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 functionality to build models with
        Markov switching.

summary.forecast: Summary functions for forecasts obtained through VAR / BVAR / B-SVAR model objects

Description

Usage

Arguments

Value

Details

See Also

Examples