arar: Forecast using ARAR algorithm

Description Usage Arguments Value See Also Examples

View source: R/itsmr.R

Description

Forecast using ARAR algorithm

Usage

1
arar(y, h = 10, opt = 2)

Arguments

y

Time series data

h

Steps ahead

opt

Display option (0 silent, 1 tabulate, 2 plot and tabulate)

Value

Returns the following list invisibly.

pred

Predicted values

se

Standard errors

l

Lower bounds (95% confidence interval)

u

Upper bounds

See Also

forecast

Examples

1

Example output

Optimal lags 1 2 9 10 
Optimal coeffs 0.5247184 0.2735903 0.2129203 -0.316453 
WN Variance 110.1074 
Filter 1 -0.5247184 -0.2735903 0 0 0 0 0 0 -0.2129203 0.316453 0 -1.114253 0.5846688 0.3048487 0 0 0 0 0 0 0.237247 -0.3526086 

 Step     Prediction      sqrt(MSE)    Lower Bound    Upper Bound
    1       466.1915       10.49321       445.6248       486.7582
    2       426.3592       11.85003       403.1331       449.5853
    3        463.614       13.17574       437.7895       489.4384
    4       509.5108       13.93231       482.2035       536.8182
    5       516.2016       14.48202       487.8169       544.5864
    6       594.0837       14.85609       564.9658       623.2017
    7       693.9735       15.12129       664.3358       723.6112
    8       670.4816       15.30835       640.4772       700.4859
    9       564.4617       15.44148       534.1964        594.727
   10       518.5135       15.93834       487.2743       549.7526

itsmr documentation built on Sept. 11, 2018, 1:05 a.m.