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Hi, I'm new using the BigVAR package.
I'm using the example that is explained in the Reference Manual, i.e. :
data(Y)
Y=Y[1:100,]
Model1=constructModel(Y,p=4,struct='Basic',gran=c(50,10),verbose=FALSE)
results=cv.BigVAR(Model1)
predict(results,n.ahead=1)
I've noticed that in the predict function, n.ahead = 1, so I changed it to n.ahead = 12. I thought the result would be the next 12 observations of each series but instead of it, it just shows one observation of each variable.
I've changed n.ahead from 12 to n.ahead = 5 (just for comparison and to see what it shows), but again, I've just gotten 1 observation of each variable.
Why is it?, Is it the case that I must iterate over n.ahead = 1 to n.ahead = 12, and save each result?
Thanks in advance
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