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RMAWGEN (version 1.3.9.3)

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)

Value

a vector of values

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

See Also

forecastResidual

@export