rollArima: Rolling Arima model fitting

Description Usage Arguments Value

View source: R/rollArima.R

Description

Rolling Arima model fitting

Usage

1
rollArima(arima.model, ynew, horizon = 1)

Arguments

arima.model

a time series or time series model for which forecasts are required.

ynew

vector of response variables.

horizon

number of periods for forecasting.

Value

A vector of forecasts from a rolling Arima model.


mfasiolo/electBook documentation built on July 14, 2020, 1:55 a.m.