\name{forc.ecdf} \alias{forc.ecdf} %- Also NEED an '\alias' for EACH other topic documented here. \title{ Empirical CDF computations for posterior forecast samples } \description{ Computes (pointwise over time) empirical density (error bands) and mean forecasts for a Monte Carlo or Bayesian posterior sample of forecasts. } \usage{ forc.ecdf(forecasts, probs = c(0.05, 0.95), start = c(0, 1), ...) } %- maybe also 'usage' for other objects documented here. \arguments{ \item{forecasts}{ Posterior sample of VAR forecasts produced by \code{hc.forecast.VAR()} or \code{uc.forecast.VAR()}} \item{probs}{ Error band width in percentiles, default is 90\% error band. } \item{start}{ Start value for the time series -- as in the \code{ts()} for the forecast horizon} \item{\dots}{ Other \code{ecdf()} parameters} } \details{ For each endogenous variable in the VAR and each point in the forecast horizon this function estimates the percentile based confidence interval. It then returns a time series matrix beginning at \code{start} of the mean forecast and the limits of the confidence region for each variable in the forecast sample. } \value{ A multiple time series object is returned where the first column is the mean estimate followed by the upper and lower bounds of the confidence region. } %\references{ } \author{ Patrick T. Brandt} %\note{} %\seealso{ } %\examples{} \keyword{ ts }% at least one, from doc/KEYWORDS