predict.HEAVYmodel: Iterative multi-step-ahead forecasting for HEAVY models
In highfrequency: Tools for Highfrequency Data Analysis
predict.HEAVYmodel R Documentation
Iterative multi-step-ahead forecasting for HEAVY models
Description
Calculates forecasts for h_{T+k}, where T denotes the end of the estimation
period for fitting the HEAVYmodel and k = 1, \dots, \code{stepsAhead}.
Usage
## S3 method for class 'HEAVYmodel'
predict(object, stepsAhead = 10, ...)
Arguments
object
an object of class HEAVYmodel.
stepsAhead
the number of days iterative forecasts are calculated for (default 10).
...
further arguments passed to or from other methods.
highfrequency documentation built on Oct. 4, 2023, 5:08 p.m.
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| predict.HEAVYmodel | R Documentation |
Iterative multi-step-ahead forecasting for HEAVY models
Description
Calculates forecasts for h_{T+k}, where T denotes the end of the estimation
period for fitting the HEAVYmodel and k = 1, \dots, \code{stepsAhead}.
Usage
## S3 method for class 'HEAVYmodel'
predict(object, stepsAhead = 10, ...)
Arguments
object |
an object of class HEAVYmodel. |
stepsAhead |
the number of days iterative forecasts are calculated for (default 10). |
... |
further arguments passed to or from other methods. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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