Forecast covariance for different models - internal

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Description

See forecastCov.

Usage

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    forecastCovCompiled(model, data, horizons = 1:12,
         discard.before=minimumStartupLag(model))
    ## S3 method for class 'ARMA'
forecastCovCompiled(model, data, horizons = 1:12,
         discard.before=minimumStartupLag(model))
    ## S3 method for class 'SS'
forecastCovCompiled(model, data, horizons = 1:12,
         discard.before=minimumStartupLag(model))
    ## S3 method for class 'innov'
forecastCovCompiled(model, data, horizons = 1:12,
         discard.before=minimumStartupLag(model))
    ## S3 method for class 'nonInnov'
forecastCovCompiled(model, data, horizons = 1:12,
         discard.before=minimumStartupLag(model))
     forecastCovSingleModel( model, data=NULL, horizons=1:12, 
          discard.before=minimumStartupLag(model), compiled=.DSEflags()$COMPILED)

Arguments

obj

TSdata or one or more TSmodels or TSestModels

data

an object of class TSdata.

discard.before

period before which forecasts should be discarded when calculating covariance.

horizons

horizons for which forecast covariance should be calculated.

zero

if TRUE the covariance is calculated for a forecast of zero.

trend

if TRUE the covariance is calculated for a forecast of trend.

estimation.sample

portion of the sample to use for calculating the trend.

compiled

a logical indicating if compiled code should be used. (Usually true except for debugging.)

...

arguments passed to other methods.

Details

Not to be called by users. See forecastCov.

Value

A list with the forecast covariance for supplied models on the given sample. This is in the element forecastCov of the result. Other elements contain information in the arguments.

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