horizonForecastsCompiled: Calculate forecasts at specified horizons

In dse: Dynamic Systems Estimation (Time Series Package)

Description

Calculate forecasts at specified horizons.

Usage

   horizonForecastsCompiled(obj, data, horizons=1:4,
	  discard.before=minimumStartupLag(obj))
   ## S3 method for class 'SS'
horizonForecastsCompiled(obj, data, horizons=1:4,
	 discard.before=minimumStartupLag(obj))
   ## S3 method for class 'ARMA'
horizonForecastsCompiled(obj, data, horizons=1:4,
	  discard.before=minimumStartupLag(obj))

Arguments

obj	see horizonForecasts.
data	see horizonForecasts.
horizons	see horizonForecasts.
discard.before	see horizonForecasts.

Details

Internal function not to be called by users. See horizonForecasts.

Value

See horizonForecasts.

See Also

horizonForecasts

Examples

data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
z <-  horizonForecasts(model, eg1.DSE.data.diff)

Example output

Loading required package: tfplot
Loading required package: tframe

Attaching package: 'dse'

The following objects are masked from 'package:stats':

    acf, simulate

dse documentation built on March 26, 2020, 7:12 p.m.