predict: Predict method for curvir reserve demand models

predict.curvirR Documentation

Predict method for curvir reserve demand models

Description

Predicted values based on curvir model object

Predicted values based on npcurvir model object

Usage

## S3 method for class 'curvir'
predict(object, newdata = NULL, newdummy = NULL, ...)

## S3 method for class 'npcurvir'
predict(object, newdata = NULL, newdummy = NULL, ...)

Arguments

object

A model fit with npcurve.

newdata

New input data organised as the x matrix in curve. If NULL then the data used to fit the model is re-used.

newdummy

New input dummy organised as the dummy vector in curve. If NULL then the dummy used to fit the model is re-used.

...

Further arguments (unused)

Value

Returns a matrix of predicted values. If the model has estimates for intervals then it will provide upper and lower intervals.

Returns a matrix of predicted values. If the model has estimates for intervals then it will provide upper and lower intervals.

Methods (by class)

  • predict(curvir): Predicted values for parametric curves

  • predict(npcurvir): Predicted values for non-parametric curves

Author(s)

Nikolaos Kourentzes, nikolaos@kourentzes.com

References

Chen, Z., Kourentzes, N., & Veyrune, R. (2023). Modeling the Reserve Demand to Facilitate Central Bank Operations. IMF Working Papers, 2023(179).

See Also

curve.

npcurve.

Examples



  # Use ECB example data
  rate <- ecb$rate
  x <- ecb$x[,1,drop=FALSE]
  fit <- curve(x,rate)
  predict(fit)

  # An example with new data
  predict(fit,newdata=tail(x))
 

# Use ECB example data
rate <- ecb$rate
x <- ecb$x[,1,drop=FALSE]
fit <- npcurve(x,rate)
predict(fit)


curvir documentation built on Nov. 24, 2023, 5:09 p.m.