[D,CC,F,U,E] = forecast(A,D,RANGE,J,...)
A [ FAVAR ] - FAVAR object.
D [ struct | tseries ] - Input data with initial condition for the FAVAR factors.
RANGE [ numeric ] - Forecast range.
J [ struct | tseries] - Conditioning data with hard tunes on the FAVAR observables.
D [ struct ] - Output database or tseries object with the FAVAR observables.
CC [ struct | tseries ] - Projection of common components in the observables.
F [ tseries ] - Projection of common factors.
U [ tseries ] - Conditional idiosyncratic residuals.
E [ tseries ] - Conditional structural residuals.
See help on FAVAR/filter for options available.