predict.MSVARmdl function

Predict for a MSVARmdl object

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

## 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

Returns

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