marss_ts: Make forecasts using a state space model

In ha0ye/MATSS-forecasting: Analysis and Synthesis of Forecasting Ecological Time Series

Description

Fit a state-space model using MARSS and make forecasts.

marss_rw_one_step uses MARSS to fit a state-space model and make a single one-step forecast.

Usage

marss_ts(timeseries, num_ahead = 5, level = 95, drift = TRUE,
  silent = TRUE)

marss_rw_one_step(timeseries, level = 95, drift = TRUE,
  silent = TRUE)

Arguments

timeseries	the time series to forecast
num_ahead	the number of points at the end of the time series to forecast
level	Confidence level for prediction intervals.
drift	whether the state-space model should include drift or not
silent	TRUE/FALSE Suppresses printing of full error messages, warnings, progress bars and convergence information. Setting silent=2 will produce more verbose error messages and progress information.

Value

a data.frame of the mean forecasts, the observed values, and the lower and upper CI levels (if an error occurs, then just NA values)

ha0ye/MATSS-forecasting documentation built on Nov. 28, 2020, 10:16 a.m.