sarima.f: Function used internally to compute forecasts

In GeoBosh/sarima: Simulation and Prediction with Seasonal ARIMA Models

Function used internally to compute forecasts

Description

Function used internally to compute forecasts.

Usage

sarima.f(past = numeric(length(ar)), n = max(2 * length(past), 12),
         ar = numeric(0), ma = numeric(0), intercept = 0,
         pasteps = numeric(length(ma)), trend = numeric(n))

Arguments

past	past values of the time series.
n	number of forecasts to generate.
ar	ar coefficients.
ma	ma coefficients.
intercept	intercept.
pasteps	past values of the innovations.
trend	trend.

Details

Computes predictions using the specified parameters and past values. ar and ma are the coefficients of the fully expanded polynomials of a SARIMA mmodel.

Value

numeric vector

Author(s)

Georgi N. Boshnakov

GeoBosh/sarima documentation built on March 27, 2024, 6:31 p.m.