predictARX: Predict a regression model with AR errors

Description Usage Arguments

View source: R/carx_predict.R

Description

Predict a regression model with AR errors

Usage

1
predictARX(y, x, prmtrX, prmtrAR, sigma, n.ahead, newxreg, CI.level = 0.95)

Arguments

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 x, default=NULL. If there is no covariate, the value can be assigned to be NULL. Otherwise, a matrix of new observations is required to compute predictions. Default=NULL.

CI.level

the CI.level to construct the confidence interval, default = 0.95.


carx documentation built on May 2, 2019, 3:43 a.m.

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