predict.gmwm: Predict future points in the time series using the solution...
In SMAC-Group/simts: Time Series Analysis Tools
predict.gmwm R Documentation
Predict future points in the time series using the solution of the
Generalized Method of Wavelet Moments
Description
Creates a prediction using the estimated values of GMWM through the
ARIMA function within R.
Usage
## S3 method for class 'gmwm'
predict(object, data.in.gmwm, n.ahead = 1, ...)
Arguments
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
Value
A predict.gmwm object with:
predPredictions
seStandard Errors
residResiduals from ARIMA ML Fit
SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.
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| predict.gmwm | R Documentation |
Predict future points in the time series using the solution of the Generalized Method of Wavelet Moments
Description
Creates a prediction using the estimated values of GMWM through the ARIMA function within R.
Usage
## S3 method for class 'gmwm'
predict(object, data.in.gmwm, n.ahead = 1, ...)
Arguments
object |
A |
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 |
Value
A predict.gmwm object with:
predPredictions
seStandard Errors
residResiduals from ARIMA ML Fit
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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