predict.onlineVAR: Predictions for onlineVAR Models

In jakmes/onlineVAR: Online Fitting of Time-Adaptive Lasso Vector Auto Regression

Description

Obtains predictions for onlineVAR models.

Usage

## S3 method for class 'onlineVAR'
predict(object, newdata, s = NULL, ...)

Arguments

object	An object of class "onlineVAR".
newdata	Optional time series data to predict. If supplied, predictions are derived with coefficients from the last time step that was used for fitting object
s	Optional index specifying which lambda in the lambda.ratio sequence to use for prediction.
...	Required for S3 compatibility.

Details

By default, predictions derived during the online fitting are returned. By specifying newdata predictions for a new time series are generated with coefficient estimates from the last time step of the online fitting.

Value

Time series matrix of predictions of the same size as the input data used for model fitting or, if supplied, of the same size as newdata.

See Also

onlineVAR

jakmes/onlineVAR documentation built on May 4, 2019, 4:23 p.m.