ts.forecast: Time series forecast results of OBEU Time Series

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/ts.forecast.R

Description

Univariate time series forecasts for short and long time series data using the appropriate model.

Usage

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ts.forecast(ts_modelx, h=1, tojson=F)

Arguments

ts_modelx

The input univariate time series data

h

The number of prediction steps

tojson

If TRUE the results are returned in json format, default returns a list

Details

This function is used internally in ts.analysis and forecasts the model that fits the input data using the auto.arima function(see forecast package). The model selection depends on the results of some diagnostic tests (acf,pacf,pp adf and kpss). For short time series the selected arima model is among various orders of the AR part using the first differences and the first order moving average component, with the lower AIC value.

Value

A list with the parameters:

Author(s)

Kleanthis Koupidis

See Also

ts.analysis, forecast

Examples

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Athens_draft <- ts.non.seas.model(Athens_draft_ts)
#Hold the model object of non seasonal modeling
draft<-Athens_draft$model.summary 
ts.forecast(draft)

okgreece/TimeSeries.OBeu documentation built on Nov. 9, 2017, 11:44 p.m.