

    \filetitle{forecast}{Forecast FAVAR factors and observables}{FAVAR/forecast}

	\paragraph{Syntax}

\begin{verbatim}
[D,CC,F,U,E] = forecast(A,D,RANGE,J,...)
\end{verbatim}

\paragraph{Input arguments}

\begin{itemize}
\item
  \texttt{A} {[} FAVAR {]} - FAVAR object.
\item
  \texttt{D} {[} struct \textbar{} tseries {]} - Input data with initial
  condition for the FAVAR factors.
\item
  \texttt{RANGE} {[} numeric {]} - Forecast range.
\item
  \texttt{J} {[} struct \textbar{} tseries{]} - Conditioning data with
  hard tunes on the FAVAR observables.
\end{itemize}

\paragraph{Output arguments}

\begin{itemize}
\item
  \texttt{D} {[} struct {]} - Output database or tseries object with the
  FAVAR observables.
\item
  \texttt{CC} {[} struct \textbar{} tseries {]} - Projection of common
  components in the observables.
\item
  \texttt{F} {[} tseries {]} - Projection of common factors.
\item
  \texttt{U} {[} tseries {]} - Conditional idiosyncratic residuals.
\item
  \texttt{E} {[} tseries {]} - Conditional structural residuals.
\end{itemize}

\paragraph{Options}

See help on \href{FAVAR/filter}{\texttt{FAVAR/filter}} for options
available.

\paragraph{Description}

\paragraph{Example}


