predict.arima.rob: Use predict on an arima.rob Object

In robustarima: Robust ARIMA Modeling

Description

Predicts from a fitted "arima.rob" object.

Usage

## S3 method for class 'arima.rob'
predict(object, n.predict=1, newdata=NULL,
                  olddata=NULL, se.fit=FALSE, ...)

Arguments

object	an object of class "arima.rob".
n.predict	the number of predictions to be returned.
newdata	a data frame containing the future values of exogenous variables, if any, at which predictions are required.
olddata	a data frame containing the original data used to fit object. This is only required if tslag is used to create distributed lags of exogenous variables in the original call that generated object.
se.fit	logical flag: if TRUE, pointwise standard errors are computed along with the predictions.
...	extra arguments passed to or from other methods. The predict method here ignore these arguments.

Details

This function is a method for the generic function predict for class "arima.rob". It can be invoked by calling predict for an object of the appropriate class, or directly by calling predict.arima.rob regardless of the class of the object.

Value

a list containing the following components:

values	the predicted values.
std.err	the pointwise standard errors for the predictions (if se.fit=TRUE).

See Also

arima.rob

Examples

import.rr <- arima.rob(import ~ taxes-1, data=import.dat, p=2, d=1)
import.hat <- predict(import.rr, 5, newdata=newtaxes.dat, se=TRUE)

robustarima documentation built on May 1, 2021, 1:06 a.m.