singlestep.sparsecoint: Single step predictions on the diff scale

In jonlachmann/sparsecoint: Forecasting using sparse cointegration

Single step predictions on the diff scale

Description

Single step predictions on the diff scale

Usage

singlestep.sparsecoint(
  alpha,
  beta,
  gamma,
  level_data,
  diff_lag_data,
  intercept = FALSE,
  exo = NULL
)

Arguments

alpha	The alpha matrix
beta	The beta matrix
gamma	The gamma matrix
level_data	The level data just before the prediction
diff_lag_data	The differenced and lagged data just before the prediction
intercept	Does the model include an intercept, default is FALSE

Value

A single step forecast

jonlachmann/sparsecoint documentation built on April 14, 2022, 10:49 a.m.