VARpred does not return pred when output=FALSE

[lcallot]

The forecast is assigned to pred within the if (output) {...} statement, so that pred=NULL is returned when the argument output=FALSE is set in the call. The assignment of pred should probably be moved outside if (output){...}.

MTS/R/MTS.R

Line 885 in 26ecbaf

pred=px[(orig+1):(orig+h),]

data("mts-examples",package="MTS")
gdp=log(qgdp[,3:5])
zt=diffM(gdp)
m1=VAR(zt,p=2, output=FALSE)
vp=VARpred(m1,4, output=FALSE)
vp
$pred
NULL

$se.err
            [,1]        [,2]        [,3]
[1,] 0.005314548 0.005399830 0.005974661
[2,] 0.005803884 0.007165152 0.007076819
[3,] 0.006201846 0.007672211 0.007344704
[4,] 0.006484131 0.007784789 0.007442406

$rmse
            [,1]        [,2]        [,3]
[1,] 0.005461328 0.005548966 0.006139673
[2,] 0.038966588 0.078130775 0.063052185
[3,] 0.036637288 0.045955913 0.033289797
[4,] 0.031926258 0.023140137 0.021204768