shrinkTVP (version 3.0.1)

predict.shrinkTVP: Calculate predicted historical values for an estimated TVP model

Description

Calculates the predicted past values for an estimated TVP model, i.e. \(X_t'\beta_t + \epsilon_t\). Note that in contrast to fitted.shrinkTVP this includes the error term.

Usage

# S3 method for shrinkTVP
predict(object, ...)

Value

An object of class shrinkTVP_pred.

Arguments

object

a shrinkTVP object

...

Currently ignored.

Author

Peter Knaus

See Also

Other prediction functions: LPDS(), eval_pred_dens(), fitted.shrinkTVP(), forecast_shrinkTVP(), residuals.shrinkTVP()

Examples

# \donttest{

# Generate synthetic data
sim <- simTVP(N = 300)

# Estimate a model
res <- shrinkTVP(y ~ x1 + x2, sim$data)

# Calculate predicted values
pred <- predict(res)

# Visualize
plot(pred)
lines(sim$data$y, col = "forestgreen")
# }