fore.farma.wge: Forecast using a FARMA model

In tswge: Time Series for Data Science

Forecast using a FARMA model

Description

Find forecasts using a specified FARMA model

Usage

fore.farma.wge(x, d,  phi, theta = 0, n.ahead = 10, lastn = TRUE, plot = TRUE)

Arguments

x	Realization to be analyzed
d	Parameter d in FARMA model
phi	Coefficients of the AR component of the FARMA model
theta	Coefficients of the MA component of the FARMA model
n.ahead	Number of values to forecast
lastn	If lastn=TRUE then the last n.ahead values are forecast. Otherwise, if lastn=FALSE the next n.ahead values are forecast
plot	If plot=TRUE then plots of the data and forecasts are plotted

Details

Forecasts for an AR model fit to the data are also calculated and optionally plotted

Value

ar.fit.order	Order of the AR model fit to the data
ar.fore	Forecasts based on the AR model
farma.fore	Forecasts based on the FARMA model

Author(s)

Wayne Woodward

References

Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott

Examples

fore.farma.wge(Nile, d=.37, phi=0, theta = 0, n.ahead = 30, lastn = TRUE, plot = TRUE)

tswge documentation built on Feb. 16, 2023, 6:51 p.m.