[M,X] = fmse(V,NPer)
[M,X] = fmse(V,Range)
C
[ VAR ] - VAR object for which the forecast MSE matrices will be computed.
NPer
[ numeric ] - Number of periods.
Range
[ numeric ] - Date range.
M
[ numeric ] - Forecast MSE matrices.
X
[ dbase | tseries ] - Database or tseries with the std deviations of individual variables, i.e. the square roots of the corresponding diagonal elements of M
.
'output='
[ 'namedmat'
| 'numeric'
] - Return matrix M
as either namedmat object (matrix with named rows and columns) or plain numeric array.