seqplot.forecast: seqplot with confidence bands for the forecast region.

In HH: Statistical Analysis and Data Display: Heiberger and Holland

seqplot with confidence bands for the forecast region.

Description

seqplot with confidence bands for the forecast region.

Usage

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 ([e-mail])

See Also

seqplot

HH documentation built on Aug. 9, 2022, 5:08 p.m.