Description Usage Arguments Value
Returns forecasts and other information for VAR models
1 2 3 |
object |
An object of class "autovar". |
h |
Number of periods for forecasting. |
level |
Confidence level for prediction intervals. |
fan |
If TRUE, level is set to seq(51,99,by=3). This is suitable for fan plots. |
... |
Other arguments. |
An object of class "mforecast". An object of class "mforecast" is a list containing at least the following elements:
model |
A list containing information about the fitted model |
method |
The name of the forecasting method as a character string |
mean |
Point forecasts as a time series |
lower |
Lower limits for prediction intervals |
upper |
Upper limits for prediction intervals |
level |
The confidence values associated with the prediction intervals |
x |
The original time series (either |
residuals |
Residuals from the fitted model. That is x minus fitted values. |
fitted |
Fitted values (one-step forecasts) |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.