predict.gmwm: Predict future points in the time series using the solution...

View source: R/gmwm.r

predict.gmwmR Documentation

Predict future points in the time series using the solution of the Generalized Method of Wavelet Moments

Description

Creates a prediction using the estimated values of GMWM through the ARIMA function within R.

Usage

## S3 method for class 'gmwm'
predict(object, data.in.gmwm, n.ahead = 1, ...)

Arguments

object

A gmwm object

data.in.gmwm

The data SAME EXACT DATA used in the GMWM estimation

n.ahead

Number of observations to forecast

...

Additional parameters passed to ARIMA Predict

Value

A predict.gmwm object with:

  • predPredictions

  • seStandard Errors

  • residResiduals from ARIMA ML Fit


simts documentation built on Aug. 31, 2023, 5:07 p.m.