predict.GNARfit: Prediction of a GNARfit object

View source: R/predict.GNARfit.R

predict.GNARfitR Documentation

Prediction of a GNARfit object

Description

Predicts future observations from a GNARfit object, based on the fitted GNAR model.

Usage

## S3 method for class 'GNARfit'
predict(object, n.ahead=1, ...)

Arguments

object

the output of a GNARfit call

n.ahead

the time length of the predictions

...

further arguments passed to the simulate.GNARfit function, such as seed

Details

S3 method for class "GNARfit". This function calls simulate.GNARfit.

Value

A multivariate time series of dimension n.ahead x nnodes.

Examples

#simulate 5 future observations from fiveVTS
predict(GNARfit(), n.ahead=5)

GNAR documentation built on April 28, 2023, 1:12 a.m.

Related to predict.GNARfit in GNAR...