[F,X] = fmse(V,NPer)
[F,X] = fmse(V,Range)
V
[ VAR ] - VAR object for which the forecast MSE matrices will be computed.
NPer
[ numeric ] - Number of periods.
Range
[ numeric ] - Date range.
F
[ namedmat | numeric ] - Forecast MSE matrices.
X
[ dbase | tseries ] - Database or tseries with the std deviations of individual variables, i.e. the square roots of the corresponding diagonal elements of M
.
'matrixFmt='
[ 'namedmat'
| 'plain'
] - Return matrix F
as either a namedmat
object (i.e. matrix with named rows and columns) or a plain numeric array.