randomwalk_ts: Forecast using a random walk model

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

Description

randomwalk_ts fits a random walk model using rwf

randomwalk_one_step uses rwf to fit a random walk model (with or without drift) and make a single one-step forecast.

Usage

randomwalk_ts(timeseries, num_ahead = 5, level = 95, drift = FALSE)

randomwalk_one_step(timeseries, level = 95, drift = FALSE)

Arguments

timeseries	the time series to forecast
num_ahead	the number of points at the end of the time series to forecast
level	Confidence levels for prediction intervals.
drift	Logical flag. If TRUE, fits a random walk with drift model.

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