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**CALL TSPRED(***forecast, impulse, mse, data, coef, nar, nma*

*<,ev, npred, start, constant>***);**

The inputs to the TSPRED subroutine are as follows:

*data*- specifies a
*T*×*M*data matrix if the intercept is not included, where*T*denotes the length of the time series and*M*is the number of variables to be analyzed. If the univariate time series is analyzed, the input data should be a column vector. *coef*- refers to the
*M*(*P*+*Q*) ×*M*ARMA coefficient matrix, where*P*is an AR order and*Q*is an MA order. If the intercept term is included (*constant*=1), the first row of the coefficient matrix is considered as the intercept term and the coefficient matrix is an*M*(*P*+*Q*+1) ×*M*matrix. If there are missing values in the*coef*matrix, these are converted to zero. *nar*- specifies the order of the AR process.
If the subset AR process is requested,
*nar*should be a row or column vector. The default is*nar*=0. *nma*- specifies the order of the MA process.
If the subset MA process is requested,
*nma*should be a vector. The default is*nma*=0. *ev*- specifies the error variance matrix.
If the
*ev*matrix is not provided, the prediction error covariance will not be computed. *npred*- specifies the maximum length of multistep forecasting.
The default is
*npred*=0. *start*- specifies the position where the multistep forecast starts.
The default is
*start*=*n*. *constant*- specifies the intercept option.
No intercept estimate is included if
*constant*=0; otherwise, the intercept estimate is included in the first row of the coefficient matrix. If*constant*=-1, the coefficient matrix is estimated by using mean deleted series. By default,*constant*=0.

The TSPRED subroutine returns the following values:

*forecast*- refers to predicted values.
*impulse*- refers to the impulse response function.
*mse*- refers to the mean square error of
*s*-step-ahead forecast. A scalar missing value is returned if the error variance (*ev*) is not provided.

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