pred.arima: Predicts for ARIMA

In predtoolsTS: Time Series Prediction Tools

Description

Performs predictions over an ARIMA model using the stats::predict function.

Usage

pred.arima(model, n.ahead)

Arguments

model	An ARIMA model.
n.ahead	Number of values to predict.

Value

A ts object containing the predictions.

Author(s)

Alberto Vico Moreno

Examples

pred.arima(forecast::auto.arima(prep(AirPassengers)$tserie),n.ahead=30)

Example output

              Jan          Feb          Mar          Apr          May
1961  0.028347780 -0.042878331  0.086736961  0.084373697  0.019389691
1962  0.001332079 -0.039031222  0.002962904  0.066386307  0.008025803
1963  0.007170133  0.005042913  0.003546793  0.002494538  0.001754464
              Jun          Jul          Aug          Sep          Oct
1961  0.037782581  0.092142583 -0.034490206 -0.067465317 -0.071374953
1962  0.044681079  0.042969989 -0.032301425 -0.034252464 -0.013485922
1963  0.001233953                                                    
              Nov          Dec
1961 -0.091116637  0.055427821
1962 -0.059423923  0.011843363
1963                          

predtoolsTS documentation built on May 2, 2019, 5:54 a.m.