uTAR.pred: Prediction of A Fitted Univariate TAR Model
In ConvFuncTimeSeries/test_t: Nonlinear time series analysis

Description Usage Arguments Value Examples

Prediction of a fitted univariate TAR model.

1 2	uTAR.pred(model, orig, h = 1, iterations = 3000, ci = 0.95, output = TRUE)

`model`	univariate TAR model.
`orig`	forecast origin.
`h`	forecast horizon.
`iterations`	number of iterations.
`ci`	confidence level.
`output`	a logical value for output, default is TRUE.

uTAR.pred returns a list with components:

`model`	univariate TAR model.
`pred`	prediction.
`Ysim`	fitted y.

arorder=rep(1,2)
ar.coef=matrix(c(0.7,-0.8),2,1)
y=uTAR.sim(100,arorder,ar.coef,1,0)
est=uTAR.est(y$series,arorder,0,1)
pred=uTAR.pred(est,100,1,100,0.95,TRUE)