pred1: Linear Predictor for Covariance Stationary Time Series
In mistat: Data Sets, Functions and Examples from the Book: "Modern Industrial Statistics" by Kenett, Zacks and Amberti
pred1 R Documentation
Linear Predictor for Covariance Stationary Time Series
Description
An Optimal Linear Predictor for Covariance Stationary Time Series.
Usage
pred1(x, n = 10)
Arguments
x
a vector of data X_t.
n
the n to define the window size.
Value
a vector with values form the linear predictor.
Author(s)
Shelemyahu Zacks
Examples
pred1(rnorm(20), n = 10)
mistat documentation built on March 7, 2023, 6:43 p.m.
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| pred1 | R Documentation |
Linear Predictor for Covariance Stationary Time Series
Description
An Optimal Linear Predictor for Covariance Stationary Time Series.
Usage
pred1(x, n = 10)
Arguments
x |
a vector of data X_t. |
n |
the n to define the window size. |
Value
a vector with values form the linear predictor.
Author(s)
Shelemyahu Zacks
Examples
pred1(rnorm(20), n = 10)
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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