forecast_arima: Forecast using ARIMA model

In bdemeshev/torro:

Description

forecast_arima forecasts multivariate time series using ARIMA model

Usage

forecast_arima(y, h = 1, model = NULL, ...)

Arguments

y	multivariate time series
h	forecast horizon
model	list of estimated ARIMA models. If missing will be estimated automatically.
...	further arguments passed to auto.arima function

Details

auto.arima function from forecast package is used

Value

forecasts from ARIMA model as mforecast object

Examples

data(rus_macro)
y_small <- rus_macro[, c("cpi", "employment", "m2")]
arima_forecast <- forecast_arima(y_small, h = 2)

bdemeshev/torro documentation built on May 21, 2019, 8:36 a.m.