Description Usage Arguments Details Value Author(s) See Also Examples
This function extracts covariance matrix of 1 to h steps ahead forecast errors for
ssarima()
, gum()
, sma()
, es()
and ces()
models.
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object 
Model estimated using one of the functions of smooth package. 
type 
What method to use in order to produce covariance matrix:

... 
Other parameters passed to simulate function (if 
The function returns either scalar (if it is a nonsmooth model) or the matrix of (h x h) size with variances and covariances of 1 to h steps ahead forecast errors. This is currently done based on empirical values. The analytical ones are more complicated.
Scalar in cases of nonsmooth functions. (h x h) matrix otherwise.
Ivan Svetunkov, ivan@svetunkov.ru
orders
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