Description Usage Arguments Value Examples
This method implements the predicted value and their standard deviation according to the stational difference time series model (1-B)^s (1-B)y<sub>t</sub>=a<sub>t</sub>.
1 2 3 4 5 6 7 8 9 | StatDiffTSPred(x, StatDiff = 12L, forward = 2L, VarNames = NULL)
## S4 method for signature 'vector'
StatDiffTSPred(x, StatDiff = 12L, forward = 2L,
VarNames = NULL)
## S4 method for signature 'StQList'
StatDiffTSPred(x, StatDiff = 12L, forward = 2L,
VarNames = NULL)
|
x |
object upon which the prediction will be made. |
StatDiff |
stational differences of 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. |
VarNames |
character vector with the variable names for which the prediction will be made; by default it is NULL |
It returns a data.table
with components Pred and STD, containing the point
prediction and the estimated standard deviations, respectively, for each variable.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | # Predicting one and two months ahead in time
data(Example1.TS)
StatDiffTSPred(Example1.TS, forward = 1L)
StatDiffTSPred(Example1.TS, forward = 2L)
# Predicting upon a times series with many NA values
data(Example2.TS)
StatDiffTSPred(Example2.TS, forward = 1L)
# On a matrix
Mat <- rbind(Example1.TS, Example2.TS)
StatDiffTSPred(Mat, 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.')
StatDiffTSPred(StQListExample, VarNames = VarNames)
## End(Not run)
|
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