predict.MSVARmdl {MSTest}R Documentation

Predict for a MSVARmdl object

Description

This is a method for the function predict() for objects of the class MSVARmdl.

Usage

## S3 method for class 'MSVARmdl'
predict(object, ..., h = 10)

Arguments

object

a model object for which prediction is desired.

...

additional arguments affecting the predictions produced.

h

max number of prediction periods

Value

a (h x q) matrix with predicted value values.


[Package MSTest version 0.1.5 Index]