predecirdf: Prediction whit Regression in domain frequency

Description Usage Arguments Details Value References Examples

View source: R/predecirdf.R

Description

Make a prediction for a rdf object

Usage

1

Arguments

a

a model rdf

b

An optional data frame in which to look for variables with which to predict. If omitted, the fitted values are used.

Details

Use predict.lm, with interval="prediction"

Slow computer in time series higher 1000 data.

Value

fit

vector or matrix as above

References

DURBIN, J., "Tests for Serial Correlation in Regression Analysis based on the Periodogram ofLeast-Squares Residuals," Biometrika, 56, (No. 1, 1969), 1-15.

Engle, Robert F. (1974), Band Spectrum Regression,International Economic Review 15,1-11.

Harvey, A.C. (1978), Linear Regression in the Frequency Domain, International Economic Review, 19, 507-512.

Parra, F. (2014), Amplitude time-frequency regression, (http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/)

Examples

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data(PIB)
data(celec)
mod1=rdf(celec,PIB)
newdata=c(100)
predecirdf(mod1,newdata)

PacoParra/descomponer-1.5 documentation built on May 6, 2019, 9:07 a.m.