Forecast a lagged relationship using a block forecast (internal)
forecast_block_loop.RdThis internal function generates forecasts from an estimated model within
the OSEM framework (see isat) where relationships are only
entering each other in a lagged form, requiring forecasting in a loop.
Usage
forecast_block_loop(
model,
i,
exog_df_ready,
exog_df_ready_full,
n.ahead,
current_spec,
prediction_list,
uncertainty_sample,
nowcasted,
ci.levels
)Arguments
- model
The overall 'osem' model as returned by
run_model- i
The order of the current module to be forecasted
- exog_df_ready
The exogenous data frame prepared for forecasting
- exog_df_ready_full
The full exogenous data frame prepared for forecasting
- n.ahead
Number of steps ahead to forecast
- current_spec
The current specification for the module being forecasted
- prediction_list
The collection of all predictions
- uncertainty_sample
The number of uncertainty samples to draw for the prediction
- nowcasted
The nowcasted data for the model
- ci.levels
The confidence interval levels for the prediction