innovation_prediction: Innovation Prediction

In adrian1econ/TimeSeries: What the Package Does (One Line, Title Case)

Description

Description The innovation prediction use the innovation algorithm to predict the n-th Element after.

Usage

innovation_prediction(ts, steps = 1, lag.max = NA)

Arguments

steps	shows which x will be predicted
lag.na	Number of recursions to determined prediction. (The first step's-values are needed to detect prediction)

Details

Details The first step's-values are needed to detect prediction and the next lag.next values are used to detect the prediction.

@param ts A numeric vector containing a time series or an object of class "arma".

Value

Numeric vector containing the prediction determined by the innovation algorithm.

Examples

innovation(arma_sim(theta = c(0.8,-0.3),n = 1000,burnin = 1000))

adrian1econ/TimeSeries documentation built on Aug. 25, 2020, 5:18 p.m.