Forecasting MDFM

Forecasts matrix dynamic factor model.

Usage

# S3 method for class 'mdfmbayes'
predict(object, n_ahead, level = 0.05, 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.

num_thread

Number of threads

med

If TRUE, use median of forecast draws instead of mean (default).

...

not used