forecast.garma_model: Forecast future values.

In garma: Fitting and Forecasting Gegenbauer ARMA Time Series Models

Forecast future values.

Description

The forecast function predicts future values of a "garma_model" object, and is exactly the same as the "predict" function with slightly different parameter values.

Usage

## S3 method for class 'garma_model'
forecast(object, h = 1, newdata = NULL, ...)

Arguments

object	(garma_model) The garma_model from which to forecast the values.
h	(int) The number of time periods to predict ahead. Default: 1
newdata	(real vector or matrix) If the original model was fitted with the 'xreg=' option then this will provide the xreg values for predictions. If this is a vector then its length should be 'h'; if it is a matrix then it should have 'h' rows. It should have columns with the same names as the original xreg matrix.
...	Other parameters passed to the forecast function. For "garma_model" objects, these are ignored.

Value

- a "ts" object containing the requested forecasts.

Examples

library(forecast)

data(AirPassengers)
ap <- as.numeric(diff(AirPassengers, 12))
mdl <- garma(ap, order = c(9, 1, 0), k = 0, method = "CSS", include.mean = FALSE)
forecast(mdl, h = 12)

garma documentation built on April 4, 2025, 2:13 a.m.