[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.