sample_predictive_trajectories_arima: Simulate predictive trajectories from an ARIMA model

Description Usage Arguments Value

Description

This is directly taken from the forecast.Arima function from the forecast package, but I've forced bootstrap = TRUE and return the simulated trajectories which were not returned in the original function definition.

Usage

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sample_predictive_trajectories_arima(object, h = ifelse(object$arma[5] > 1, 2
  * object$arma[5], 10), level = c(80, 95), fan = FALSE, xreg = NULL,
  lambda = object$lambda, npaths = 5000, ...)

Arguments

object

an Arima fit object (with class "Arima")

h

number of time steps forwards to simulate

level

not used

fan

not used

xreg

not used

lambda

not used

npaths

number of sample trajectories to simulate

Value

an npaths by h matrix with simulated values


reichlab/2017-2018-cdc-flu-contest documentation built on May 24, 2019, 6:17 a.m.