Houtan Bastani
|
7c28e217e5
|
var_forecast: cleaner output
|
2017-03-22 09:41:10 +01:00 |
|
Houtan Bastani
|
19dc4deb9f
|
var_forecast: make calls more efficient
|
2017-03-22 09:41:10 +01:00 |
|
Houtan Bastani
|
df1ef46135
|
var_forecast: only make one call per var model, regardless of forecast horizon
|
2017-03-22 09:41:09 +01:00 |
|
Houtan Bastani
|
c8f432d2f4
|
var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts
|
2017-03-22 09:41:09 +01:00 |
|
Houtan Bastani
|
5e53c7909b
|
var_expectation: create possibility for h-step-ahead forecast
|
2017-03-22 09:41:09 +01:00 |
|
Houtan Bastani
|
1ae6c9a634
|
Revert "var_forecast: simplify calculation in function" (only works for 1-step-ahead forecast)
This reverts commit 079c6ce8a1e0cacfe98915d8bf554d3ba1ba0de1.
|
2017-03-22 09:41:09 +01:00 |
|
Houtan Bastani
|
113fbd4866
|
var_forecast: simplify calculation in function
|
2017-03-22 09:41:09 +01:00 |
|
Houtan Bastani
|
dfce1ece1e
|
var_forecast: create individual .m files for each forecast
|
2017-03-22 09:41:09 +01:00 |