Description Usage Arguments Details Value Author(s) See Also Examples
Forecasts from models fitted by arima
or estimate
function.
1 |
object |
the result of an |
lead |
the number of steps ahead for which prediction is required. The default is
|
id |
the id of the observation which is the time. The default is |
alpha |
the significant level for constructing the confidence interval of prediction.
The default is |
output |
a logical value indicating to print the results in R console.
The default is |
This function is originally from predict.Arima
in stats
package,
but has a nice output
including 100*(1 - α)% confidence interval and a prediction plot. It is
similar to FORECAST statement in PROC ARIMA of SAS.
A matrix with lead
rows and five columns. Each column represents the number
of steps ahead (Lead
), the predicted values (Forecast
), the standard errors
(S.E
) and the 100*(1 - α)% lower bound (Lower
) and upper bound
(Upper
) of confidence interval.
Debin Qiu
1 2 3 4 5 6 7 |
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