forecastEV: Forecasts the expected value of a VAR realization given the prievious one
Description
Forecasts the expected value of a VAR realization given the prievious one
Usage
forecastEV(var, xprev = NULL, exogen = NULL)
Arguments
var
A VAR model represented by a varest
object as returned by getVARmodel
or VAR
xprev
previous status of the random variable
exogen
vector containing the values of the "exogen" variables (predictor) for the generation