VAR forecasting
rvarf=varf(namevar,hprev,arg1,...,argn)
* namevar = the tlist results resulting from a VAR, an ECM, a BVAR or a BECM estimation or the same between quotes (to have it's name saved)
* hprev = the prevision period which can be either
- a [n1 n2] constant vector where n1 and n2 are the lead over the last period of the estimation (n1<=0 means that the forecast begins within the estimation period)
- a n constant which is equivalent to [1 n] (forecast begins just after the estimation period)
- a [n1 n2] string vector where n1 and n2 are the time periods for forecasting (a posibility open only if the VAR has been performed with ts)
- a n string which is equivalent to [1 n] (forecast begins just after the estimation period)
* argi = an argument which can be
-xp=xx' (necessary if the variables in the VAR has been given as a matrix) where xx is [# of forecasting dates ; # of exogenous variables in the var] for the values of exogenous variables over the forecasting period
- the string 'noprint' if the user doesn't want to print the results of the forecast
* rvarf = a results tlist with:
. rvarf('meth') = 'rvarf'
. rvarf('rvar') = results tlist of the originating var
. rvarf('prev') = matrix of forecasts
. rvar('prev_namex') = vector or ts of forecasts called by their names preceded by 'prev_'