Forecasting MAR — predict.marbayes • baymar

Forecasts matrix-valued time series.

Usage

# S3 method for class 'marbayes'
predict(
  object,
  n_ahead,
  level = 0.05,
  newxreg,
  num_thread = 1,
  med = FALSE,
  ...
)

Arguments

object: Model object
n_ahead: step to forecast
level: Specify alpha of confidence interval level 100(1 - alpha) percentage. By default, .05.
newxreg: New values for exogenous matrices.
num_thread: Number of threads
med: If TRUE, use median of forecast draws instead of mean (default).
...: not used