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

In simts: Time Series Analysis Tools

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.