predict.gmwm: Predict future points in the time series using the solution...

Description Usage Arguments Value

Description

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

Usage

1
2
## 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



Search within the gmwm package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.