restmtx

 Number of periods in the forecast horizon 

nsteps

 Number of endogenous variables in the VAR.


  Generates the restriction matrix for a set of hard condition
  forecasts.  See <code><a rd-options="" href="/link/hc.forecast?package=MSBVAR&version=0.9-2" data-mini-rdoc="MSBVAR::hc.forecast">hc.forecast</a></code> for details.


 models

 utilities

Provides methods for estimating frequentist and
Bayesian Vector Autoregression (VAR) models and Markov-switching
Bayesian VAR (MSBVAR).  Functions for reduced
form and structural VAR models are also available. Includes
methods for the generating posterior inferences for these models,
forecasts, impulse responses (using likelihood-based error bands),
and forecast error decompositions.  Also includes utility functions
for plotting forecasts and impulse responses, and generating draws
from Wishart and singular multivariate normal densities.  Current
version includes functionality to build and evaluate models with
Markov switching.

restmtx: Utility function for generating the restriction matrix for hard condition forecasting

Description

Usage

Arguments

Value

Details

References

See Also