predict.narx: Predict a time-series using a NARX object

Description Usage Arguments Value

Description

Predict a time-series using a NARX object

Usage

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## S3 method for class 'narx'
predict(object, x, h = 10, xreg = NULL,
  lambda = object$lambda, ...)

Arguments

object

An object of class "narx". Usually the result of a call to narx.

x

A time-series to forecast

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.

xreg

Future values of an exogenous regression variables. Overrides h and its timestamps are used for prediction time-stamps.

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

The predicted time-series


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