Displaying 1 result from an estimated 1 matches for "pronfactores".
2010 May 25
1
Predict VAR
Hello, I am using the predict function for VAR in r obtaining the following
object for the predictions with the following command
PronFac <- predict(VARFactores,n.ahead=1)
> PronFactores$fcst
$PC1
fcst lower upper CI
PC1.fcst 2.284497 -0.8033048 5.3723 3.087802
$PC2
fcst lower upper CI
PC2.fcst -0.938333 -4.346927 2.470261 3.408594
$PC3
fcst lower upper CI
PC3.fcst -1.035569 -4.282719 2.211582 3.247151
$...