Predict future points in the time series using the solution of the Generalized Method of Wavelet Moments

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Description

Creates a prediction using the estimated values of GMWM through the ARIMA function within R.

Usage

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## S3 method for class 'gmwm'
predict(object, data.in.gmwm, n.ahead = 1, ...)

Arguments

object

A gmwm object

data.in.gmwm

The data SAME EXACT DATA used in the GMWM estimation

n.ahead

Number of observations to guess.

...

Additional parameters

Value

A predict.gmwm object with:

  • predPredictions

  • seSE

  • residResiduals

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