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

In gmwm: Generalized Method of Wavelet Moments

Description

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

Usage

## 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

gmwm documentation built on April 14, 2017, 4:38 p.m.