statsmodels.tsa.vector_ar.svar_model.SVARResults.forecast¶
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SVARResults.
forecast
(y, steps, exog_future=None)¶ Produce linear minimum MSE forecasts for desired number of steps ahead, using prior values y
Parameters: y : ndarray (p x k)
steps : int
Returns: forecasts : ndarray (steps x neqs)
Notes
Lütkepohl pp 37-38