seqplot with confidence bands for the forecast region.

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Description

seqplot with confidence bands for the forecast region.

Usage

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seqplotForecast(xts, forecast, multiplier = 1.96,
                series = deparse(substitute(observed)), ylim,
                CI.percent=round((1-2*(1-pnorm(multiplier)))*100,2),
                main = paste(
                series, " with forecast + ",
                CI.percent, "% CI", sep=""),
                xlab=NULL, ylab=NULL,
                ...) ## x.at, xlim

Arguments

xts

This is the observed series

forecast

forecast values based on the model

multiplier

Half-width of confidence interval in standard normal units. Defaults to 1.96.

CI.percent

Width of confidence band. Defaults to the standard normal, two-sided value associated with the multiplier (95 percent for the default multiplier=1.96).

series

Name of time series will be used to construct the main title for the plot.

ylim, xlab, ylab, main

standard trellis parameters

...

additional arguments to xyplot.

Author(s)

Richard M. Heiberger (rmh@temple.edu)

See Also

seqplot

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