NFCP (version 1.0.1)

Futures.Price.Forecast: Forecast N-Factor Model Futures Prices

Description

`r lifecycle::badge("deprecated")`

This function was deprecated due to a change in the name of the function to adhere to the tidyverse style guide.

Usage

Futures.Price.Forecast(X.0, parameters, t = 0, TTM = 1:10, Percentiles = NULL)

Examples

# NOT RUN {
output <- Futures.Price.Forecast(X.0 = c(3,0),
                     parameters = SS.Oil$Two.Factor,
                     t = 0,
                     TTM = seq(0,9,1/12),
                     Percentiles = c(0.1, 0.9))

## ->

output <- futures_price_forecast(x_0 = c(3,0),
                      parameters = SS_oil$two_factor,
                      t = 0,
                      futures_TTM = seq(0,9,1/12),
                      percentiles = c(0.1, 0.9))

# }