Description Usage Arguments Value References Examples
Prediction of CFAR processes.
1 | p_cfar(model, f, m = 3)
|
model |
CFAR model. |
f |
the functional time series data. |
m |
the forecasting horizon. |
The function returns a prediction of the CFAR process.
Liu, X., Xiao, H., and Chen, R. (2016) Convolutional autoregressive models for functional time series. Journal of Econometrics, 194, 263-282.
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