Forecasts the expected value of a VAR realization given the prievious one

Forecasts the expected value of a VAR realization given the prievious one

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

Value

a vector of values

See also

forecastResidual

@export