RegDiffTSPred: Method to predict according to the regular difference time...

Description Usage Arguments Value Examples

Description

This method implements the predicted value and their standard deviation according to the regular difference time series model (1-B)y<sub>t</sub>=a<sub>t</sub>.

Usage

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RegDiffTSPred(x, VarNames, frequency = 12L, forward = 2L)

## S4 method for signature 'vector'
RegDiffTSPred(x, VarNames, frequency = 12L, forward = 2L)

## S4 method for signature 'StQList'
RegDiffTSPred(x, VarNames, frequency = 12L,
  forward = 2L)

Arguments

x

Vector or object of class StQList upon which the prediction will be made.

VarNames

character vector with the variable names for which the prediction will be made; by default it is NULL.

frequency

integer indicating the frequency of the time periods in the time series; by default it is 12L.

forward

integer indicating the number of periods ahead when the prediction will be made; by default it is 2L.

Value

It returns a data.table with components Pred and STD, containing the point prediction and the estimated standard deviations, respectively, for each variable.

Examples

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# Predicting one and two months ahead in time
data(Example1.TS)
RegDiffTSPred(Example1.TS, forward = 1L)
RegDiffTSPred(Example1.TS, forward = 2L)

# Predicting upon a times series with many NA values
data(Example2.TS)
RegDiffTSPred(Example2.TS, forward = 1L)

## Not run: 
# With an object of class StQList
data(StQListExample)
VarNames <- c('ActivEcono_35._6._2.1.4._0', 'GeoLoc_35._6._2.1._1.2.5.')
RegDiffTSPred(StQListExample, VarNames)

## End(Not run)

elisa-esteban/TSPred documentation built on April 28, 2020, 3:58 a.m.