predict.HEAVYmodel: Iterative multi-step-ahead forecasting for HEAVY models
In jonathancornelissen/highfrequency: Tools for Highfrequency Data Analysis
predict.HEAVYmodel R Documentation
Iterative multi-step-ahead forecasting for HEAVY models
Description
Calculates forecasts for h_{T+k}, where T denotes the end of the estimation
period for fitting the HEAVYmodel and k = 1, …, \code{stepsAhead}.
Usage
## S3 method for class 'HEAVYmodel'
predict(object, stepsAhead = 10, ...)
Arguments
object
an object of class HEAVYmodel.
stepsAhead
the number of days iterative forecasts are calculated for (default 10).
...
further arguments passed to or from other methods.
jonathancornelissen/highfrequency documentation built on Jan. 10, 2023, 7:29 p.m.
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| predict.HEAVYmodel | R Documentation |
Iterative multi-step-ahead forecasting for HEAVY models
Description
Calculates forecasts for h_{T+k}, where T denotes the end of the estimation period for fitting the HEAVYmodel and k = 1, …, \code{stepsAhead}.
Usage
## S3 method for class 'HEAVYmodel' predict(object, stepsAhead = 10, ...)
Arguments
object |
an object of class HEAVYmodel. |
stepsAhead |
the number of days iterative forecasts are calculated for (default 10). |
... |
further arguments passed to or from other methods. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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