fore.glambda.wge | R Documentation |
Find forecasts using a specified G(lambda) model
fore.glambda.wge(data.orig,lambda=0,offset=60,phi=0,h=0,n.ahead=10,lastn=TRUE,plot=TRUE)
data.orig |
Time series data in the original time scale |
lambda |
The value of lambda under the Box-Cox time transformation with parameter lambda. |
offset |
Offset (or shift) value in the G(lambda) model. |
phi |
Coefficients of the AR component of the AR model fit to the dual data |
h |
Value of h which will be calculated to produce the desired number of forecasts in the original time scale |
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 |
Forecasts for an AR model fit to the data in the original time scale are also calculated and optionally plotted
f.ar |
Forecasts using AR model fit to data in original time |
f.glam |
Forecasts using AR model fit to the dual and then reinterpolated |
Wayne Woodward
Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott
data(fig13.2c) fore.glambda.wge(fig13.2c,lambda=-.4,offset=63,phi=c(0.93,-0.32,-0.15,-0.15,-0.17),n.ahead=30)
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