computeForecasts

<p>the number of forecasts to produce.</p>

num_steps

<p>This function computes forecasts for a given VAR.</p>

A wrapper for sparse VAR/VECM time series models estimation
using penalties like ENET (Elastic Net), SCAD (Smoothly Clipped
Absolute Deviation) and MCP (Minimax Concave Penalty).
Based on the work of Sumanta Basu and George Michailidis
<doi:10.1214/15-AOS1315>.

Simone Vazzoler

computeForecasts: Computes forecasts for VARs

Description

Usage

Arguments