forecast.autovar: Forecasting time series com VAR model

In santoscs/prevendo.inflacao.fatores.comuns: Prevendo Inflacao Com Modelo Fatores Comuns

Description

Returns forecasts and other information for VAR models

Usage

## S3 method for class 'autovar'
forecast(object, h = 10, level = c(80, 95), fan = FALSE,
  ...)

Arguments

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.

Value

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 object itself or the time series used to create the model stored as object).
residuals	Residuals from the fitted model. That is x minus fitted values.
fitted	Fitted values (one-step forecasts)

santoscs/prevendo.inflacao.fatores.comuns documentation built on May 29, 2019, 1:49 p.m.