series.predict: Predicting time series with 1 step

In SIMle: Estimation and Inference for General Time Series Regression

Predicting time series with 1 step

Description

This function predicts the time series data basis on the estimation.

Usage

series.predict(
  ts,
  c,
  d,
  b_time,
  b_timese,
  mp_type,
  r = 1,
  s = 1,
  n_esti = 2000
)

Arguments

ts	ts is the data set which is a time series data typically
c	number of basis for time input
d	number of basis for variate input
b_time	type of basis for time input
b_timese	type of basis for variate input
mp_type	select type of mapping function, "algeb" indicates algebraic mapping on the real line. "logari" represents logarithmic mapping on the real line
r	indicates number of variate
s	s is a positive scaling factor, the default is 1
n_esti	number of points for estimation, the default is 2000

Value

predictive values for time series

SIMle documentation built on Oct. 11, 2023, 1:07 a.m.