forecast.narx: Forecast a NARX object

In fnoorian/mltsp: Tools for machine-learning based time-series prediction

Description

Forecast a NARX object

Usage

## S3 method for class 'narx'
forecast(object, h = 10, level = c(80, 95), fan = FALSE,
  xreg = NULL, lambda = object$lambda, ...)

Arguments

object	An object of class "narx". Usually the result of a call to narx.
h	Number of periods for forecasting. If xreg is used, h is ignored and the number of forecast periods is set to the number of rows of xreg.
level	Not used
fan	Not used
xreg	Future values of an exogenous regression variables.
lambda	Box-Cox transformation parameter. Ignored if NULL. Otherwise, forecasts back-transformed via an inverse Box-Cox transformation.
...	Inputs to the learning function's predict

Value

A forecast package compatible forecast object

fnoorian/mltsp documentation built on May 16, 2019, 1:48 p.m.