predict.gmwm: Predict future points in the time series using the solution...
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

Description Usage Arguments Value See Also Examples

Creates a prediction using the estimated values of GMWM through the ARIMA function within R.

1 2	## S3 method for class 'gmwm' predict(object, data.in.gmwm, n.ahead = 1, ...)

`object`	A `gmwm` object
`data.in.gmwm`	The data SAME EXACT DATA used in the GMWM estimation
`n.ahead`	Number of observations to forecast
`...`	Additional parameters passed to ARIMA Predict

A predict.gmwm object with:

pred: Predictions
se: Standard Errors
resid: Residuals from ARIMA ML Fit

gmwm, ARMA

# Simulate an ARMA Process
xt = gen_gts(1000, ARMA(ar=0.3, ma=0.6, sigma2=1))
model = gmwm(ARMA(1,1), xt)

# Make prediction
predict(model, xt, n.ahead = 1)