forecast_EXPAR: Forecasting from EXPAR model
In EXPAR: Fitting of Exponential Autoregressive (EXPAR) Model
View source: R/forecast_EXPAR.R
forecast_EXPAR R Documentation
Forecasting from EXPAR model
Description
Generates out-of-sample forecasts from any fitted EXPAR model.
Usage
forecast_EXPAR(EXPAR_model, h = 1)
Arguments
EXPAR_model
A fitted EXPAR model.
h
Number of periods for forecasting. Defaults to one-step ahead forecast.
Details
Forecasts from EXPAR model are generated iteratively using mathematical form of EXPAR model, considering fitted values and residuals while putting future error terms as zero.
Value
Vector of forecasted values
Examples
datats <- ts(egg_price_index[,3], start = c(2013, 1), frequency = 12)
best_model = best_EXPAR(datats)
forecast_EXPAR(best_model, h = 5)
EXPAR documentation built on May 29, 2024, 8:54 a.m.
R Package Documentation
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View source: R/forecast_EXPAR.R
| forecast_EXPAR | R Documentation |
Forecasting from EXPAR model
Description
Generates out-of-sample forecasts from any fitted EXPAR model.
Usage
forecast_EXPAR(EXPAR_model, h = 1)Arguments
EXPAR_model |
A fitted EXPAR model. |
h |
Number of periods for forecasting. Defaults to one-step ahead forecast. |
Details
Forecasts from EXPAR model are generated iteratively using mathematical form of EXPAR model, considering fitted values and residuals while putting future error terms as zero.
Value
Vector of forecasted values
Examples
datats <- ts(egg_price_index[,3], start = c(2013, 1), frequency = 12)
best_model = best_EXPAR(datats)
forecast_EXPAR(best_model, h = 5)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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