rmultistep: Multiple steps ahead forecast errors

In smooth: Forecasting Using State Space Models

Multiple steps ahead forecast errors

Description

The function extracts 1 to h steps ahead forecast errors from the model.

Usage

rmultistep(object, h = 10, ...)

Arguments

object	Model estimated using one of the forecasting functions.
h	The forecasting horizon to use.
...	Currently nothing is accepted via ellipsis.

Details

The errors correspond to the error term epsilon_t in the ETS models. Don't forget that different models make different assumptions about epsilon_t and / or 1+epsilon_t.

Value

The matrix with observations in rows and h steps ahead values in columns. So, the first row corresponds to the forecast produced from the 0th observation from 1 to h steps ahead.

Author(s)

Ivan Svetunkov, [e-mail]

See Also

residuals,

Examples

x <- rnorm(100,0,1)
ourModel <- adam(x)
rmultistep(ourModel, h=13)

smooth documentation built on Oct. 1, 2024, 5:07 p.m.