pred.piartsm-class: pred.piartsm Class

In partsm: Periodic Autoregressive Time Series Models

pred.piartsm Class

Description

This class contains the information provided by predictpiar.

Slots

wts:

Object of class "wts": The observed time series.

hpred:

Object of class "numeric": The number of forecasts.

p:

Object of class "numeric": The lag order parameter of the PIAR model.

fcast:

Object of class "ts": The out-of-sample forecasts.

fse:

Object of class "ts": The forecast standard errors.

ucb:

Object of class "ts": The upper 95 per cent confidence bound.

lcb:

Object of class "ts": The lower 95 per cent confidence bound.

Methods

show:

Shows out-of-sample forecasts and the corresponding standard errors, as well as the 95 per cent confidence intervals.

Author(s)

Javier Lopez-de-Lacalle [e-mail].

References

P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).

See Also

predictpiar.

partsm documentation built on June 8, 2025, 10:33 a.m.