tramo_forecast: Forecasts with TRAMO

In palatej/rjd3tramoseats: Seasonal Adjustment with TRAMO-SEATS in 'JDemetra+ 3.x'

Forecasts with TRAMO

Description

Forecasts with TRAMO

Usage

tramo_forecast(
  ts,
  spec = c("trfull", "tr0", "tr1", "tr2", "tr3", "tr4", "tr5"),
  nf = -1,
  context = NULL
)

Arguments

ts	a univariate time series.
spec	the model specification. Can be either the name of a predefined specification or a user-defined specification.
nf	the forecasting horizon (numeric). The forecast length is in periods (positive values) or years (negative values). By default, the program generates a one-year forecast (nf = -1).
context	the dictionnary of variables.

Value

a mts object with 7 variables:

• forecast the forecast of the actual data at the end of the series.

• error standard deviation of the forecast.

• fraw the forecast of the transformed series.

• efraw the standard deviation of the forecast of the transformed series.

Examples

tramo_forecast(rjd3toolkit::ABS$X0.2.09.10.M)

palatej/rjd3tramoseats documentation built on April 17, 2025, 11:29 p.m.