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BigVAR (version 1.1.2)

PredictVARX: One-step ahead predictions for VARX models

Description

One-step ahead predictions for VARX models

Usage

PredictVARX(VARXRes)

Value

Returns a vector consisting of the out-of-sample forecasts for the provided VARXFit model.

Arguments

VARXRes

the results from VARXFit

See Also

VARXFit

Examples

Run this code
data(Y)
# fit a VAR_3(3)
mod <- VARXFit(Y,3,NULL,NULL)
pred <-PredictVARX(mod)

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