forecast.DDE: Compute and Plot the Forecasts Based on a Fitted DDE Model

Description Usage Arguments Value See Also

Description

The fitted process and forecasts are plotted. These may be either plotted simultaneously, as matplot does for multivariate data, or one by one with a mouse click to move from one plot to another. The function also accepts the other plot specification arguments that the regular plot does. The forecast is done by integreting the process forward and forecast confidence is based on an arima model fitted to the residual using auto.arima function from forecast package.

Usage

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forecast.DDE(y, times, h, pars, beta, proc, more, tau, ndelay, fdobj0, fdobj.d,
  ask = FALSE, xlab = NULL, ylab = NULL, xlim = NULL, ylim = NULL,
  axes = NULL, ...)

Arguments

y

The observed data matrix

times

A sequence of time points at which data are observed. must be evenly spaced to be able to fit arima model to the residual.

h

How many lags to predict forward.

pars

The fitted parameters for the DDE.

beta

The fitted parameters for the contribution of lags of delays.

proc

The proc object returned from estimation functions.

more

An object specifying additional arguments to fn.

tau

A list of delay lags.

ndelay

A vector inidicating which state process has a delay term.

fdobj0

A functional data object fitted with the initial history part of the data.

fdobj.d

A functional data object fitted by generalized profiling.

ask

a logical value: If TRUE, each curve is shown separately, and the plot advances with a mouse click.

xlab

a label for the horizontal axis.

ylab

a label for the vertical axis.

xlim

a vector of length 2 containing axis limits for the horizontal axis.

ylim

a vector of length 2 containing axis limits for the vertical axis.

axes

Either a logical or a list or NULL. ##'

logical

whether axes should be drawn on the plot

list

a list used to create custom axes used to create axes via do.call(x$axes[[1]], x$axes[-1]).

...

additional plotting arguments that can be used with function plot.

Value

'done'

See Also

IntegrateForward.DDE


gpDDE documentation built on May 2, 2019, 1:09 p.m.