predict.ssm: Predict method for state space models

View source: R/stsm.R

predict.ssmR Documentation

Predict method for state space models

Description

predict.ssm generates forecasts from fitted state space models by converting to univariate ARIMA or transfer function models and using their prediction methods.

Usage

## S3 method for class 'ssm'
predict(object, ...)

Arguments

object

an object of class ssm.

...

additional arguments passed to predict.um (for models without regressors) or predict.tfm (for models with regressors). See their documentation for available options such as forecast horizon, confidence levels, etc.

Value

An object of class predict.um or predict.tfm.

See Also

predict.um, predict.tfm


tfarima documentation built on Nov. 5, 2025, 7:43 p.m.