Forecast CVAR Model (internal) — forecast

This internal function generates forecasts from a CVAR (Cointegrated Vector Autoregression) model within the OSEM framework.

Usage

forecast_cvar(
  model,
  i,
  exog_df_ready,
  full_exog_predicted_data,
  n.ahead,
  current_spec,
  prediction_list,
  uncertainty_sample,
  nowcasted_data
)

Arguments

model: The overall 'osem' model as returned by run_model
i: Index of the CVAR model within the module collection
exog_df_ready: Data frame of exogenous variables prepared for forecasting
full_exog_predicted_data: Full data frame of predicted exogenous variables
n.ahead: Number of steps ahead to forecast
current_spec: Current module specification
prediction_list: List of predictions from previous modules
uncertainty_sample: Number of uncertainty samples to generate
nowcasted_data: Nowcasted data for the current module

Value

A list with class 'osem.forecast.module' containing the central and all estimates forecasts.