oneStep: oneStep

In tsDyn: Nonlinear Time Series Models with Regime Switching

oneStep

Description

Doing one step forward within a NLAR model

Usage

oneStep(object, newdata, ...)

Arguments

object	fitted ‘nlar’ object
newdata	data from which to step forward
...	further arguments to be passed to and from other methods

Details

If in object is encapsulated the NLAR map, say, F(X[t], X[t-d], ..., X[t-(m-1)d]), this function should return the value of F (with already fitted parameters) applied to given new data, which can be a single vector of length m or a matrix with m columns.

Value

Computed value(s)

Note

This is an internal function, and should not be called by the user

Author(s)

Antonio, Fabio Di Narzo

tsDyn documentation built on Oct. 31, 2024, 5:08 p.m.