Description: Recursive stochastic forecaster k steps ahead of AR(p=>2) time series given initial value computation of stepwise dynamic multiplier is included. Ref: J.D.Hamilton, Time Series Analysis, Wiley, 1994.
To Search:
- [normColumns] - Data stored column-wise in an input matr
- [forecar_1] - Recursive stochastic forecaster k steps
File list (Check if you may need any files):
forecar_p.m
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