Description Usage Arguments Value Note Author(s) References Examples
Autoregressive model incorporating nonlinear regressions of component series.
1 2 3 
variable 
a numeric vector. 
h 
integer; 1 (default) Number of periods to forecast. 
training.set 
numeric;

seasonal.factor 
logical or integer(s); 
best.periods 
integer; [2] (default) used in conjuction with

negative.values 
logical; 
method 
options: ("lin", "nonlin", "both"); 
dynamic 
logical; 
plot 
logical; 
seasonal.plot 
logical; 
intervals 
logical; 
Returns a vector of forecasts of length (h)
.
For monthly data series, increased accuracy may be realized from forcing seasonal factors to multiples of 12. For example, if the best periods reported are: {37, 47, 71, 73} use
(seasonal.factor = c(36, 48, 72))
.
(seasonal.factor = FALSE)
can be a very comutationally expensive exercise due to the number of seasonal periods detected.
If error encountered when (seasonal.factor = TRUE)
:
"NaNs produced Error in seq.default(length(variable)+1, 1, lag[i]) :
wrong sign in 'by' argument"
use the combination of (seasonal.factor = FALSE, best.periods = 1)
.
Fred Viole, OVVO Financial Systems
Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" http://amzn.com/1490523995
1 2 3 4 5 6 7 8 9 10 11 12 13 14  ## Nonlinear NNS.ARMA using AirPassengers monthly data and 12 period lag
## Not run:
NNS.ARMA(AirPassengers, h = 45, training.set = 100, seasonal.factor = 12, method = "nonlin")
## End(Not run)
## Linear NNS.ARMA using AirPassengers monthly data and 12, 24, and 36 period lags
## Not run:
NNS.ARMA(AirPassengers, h = 45, training.set = 120, seasonal.factor = c(12, 24, 36), method = "lin")
## End(Not run)
## Nonlinear NNS.ARMA using AirPassengers monthly data and 2 best periods lag
## Not run:
NNS.ARMA(AirPassengers, h = 45, training.set = 120, seasonal.factor = FALSE, best.periods = 2)
## End(Not run)

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