predict.UComp: predict.UComp

In UComp: Automatic Unobserved Components and Other Time Series Models

predict.UComp

Description

Forecasting using structural Unobseved Components models with prediction intervals

Usage

## S3 method for class 'UComp'
predict(object, newdata = NULL, n.ahead = NULL, level = 0.95, ...)

Arguments

object	Object of class “UComp”.
newdata	New output data to apply “UComp” object to.
n.ahead	Number of steps ahead to forecast or new inputs variables including their predictions.
level	Confidence level for prediction intervals.
...	Ignored.

Details

See help of UC.

Value

A matrix with the mean forecasts and lower and upper prediction intervals

Author(s)

Diego J. Pedregal

See Also

UC, UCmodel, UCvalidate, UCfilter, UCsmooth, UCdisturb, UCcomponents

Examples

## Not run: 
y <- log(AirPassengers)
m1 <- UCmodel(y, model = "llt/eq/arma(0,0)")
f1 <- predict(m1)

## End(Not run)

UComp documentation built on May 31, 2023, 7:41 p.m.