Obtains predictions for onlineVAR models.
# S3 method for onlineVAR
predict(object, newdata, s = NULL, …)An object of class "onlineVAR".
Optional time series data to predict. If supplied, predictions
are derived with coefficients from the last time step
that was used for fitting object
Optional index specifying which lambda in the lambda.ratio sequence to use for prediction.
Required for S3 compatibility.
Time series matrix of predictions of the same size as the input data used for
model fitting or, if supplied, of the same size as newdata.
By default, predictions derived during the online fitting are returned.
By specifying newdata predictions for a new time series
are generated with coefficient estimates from the last time step of
the online fitting.