Predict a regression model with AR errors
1 | predictARX(y, x, prmtrX, prmtrAR, sigma, n.ahead, newxreg, CI.level = 0.95)
|
y |
response data used to fit the model. |
x |
covariate matrix used to fit the model. |
prmtrX |
regression coefficients for covariates. |
prmtrAR |
AR coefficients for the regression errors. |
sigma |
innovation standard deviation. |
n.ahead |
the number of steps ahead to predict, default = 1. |
newxreg |
the new observations for the coverates |
CI.level |
the CI.level to construct the confidence interval, default = 0.95. |
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