predict.ptsr: Predict method for PTSR

In PTSR: Positive Time Series Regression

Predict method for PTSR

Description

Predicted values based on ptsr object.

Usage

## S3 method for class 'ptsr'
predict(object, newdata, nnew = 0, ...)

Arguments

object	Object of class inheriting from "ptsr"
newdata	A matrix with new values for the regressors. If omitted and "xreg" is present in the model, the fitted values are returned. If the model does not include regressors, the functions will use the value of nnew.
nnew	number of out-of-sample forecasts required. If newdata is provided, nnew is ignored.
...	further arguments passed to or from other methods.

Details

predict.ptsr produces predicted values, obtained by evaluating the regression function in the frame newdata.

If newdata is omitted the predictions are based on the data used for the fit.

For now, prediction intervals are not provided.

Value

A list with the following arguments

series	The original time series yt.
xreg	The original regressors (if any).
fitted.values	The in-sample forecast given by \mu_t.
etat	In-sample values of g(\mu[t]).
error	The error term
residuals	The (in-sample) residuals, that is, the observed minus the predicted values.
forecast	The predicted values for yt.

PTSR documentation built on June 8, 2025, 11:11 a.m.