forecasts for a bayesian VAR model

Source: R/forecast.r

forecasts for a bayesian VAR model

forecast(obj, forecastHorizon = 16, interval = c(0.95, 0.05), ...)

# S3 method for bvar
forecast(obj, forecastHorizon = 16, interval = c(0.95,
  0.05), ...)

# S3 method for msvar
forecast(obj, forecastHorizon = 16, interval = c(0.05,
  0.95), ...)

# S3 method for tvar
forecast(obj, forecastHorizon, interval = c(0.05, 0.95),
  ...)

Arguments

obj

S3 object of the class bvar
forecastHorizon

Forecast Horizon
interval

forecast bands
...

currently not used

Value

returns an S3 object of the class fcbvar