Description Usage Arguments Value
outsample.var e usada para gerar previsoes fora da amostra usando modelo VAR estimado automaticamente com a funcao auto.var
1 2 | outsample.var(y, max.p = 6, ic = c("SC", "HQ", "AIC", "FPE"),
seasonal = TRUE, h, k)
|
y |
A multivariate time series |
max.p |
Determines the highest lag order for lag length selection according to the choosen ic. |
ic |
Information criterion to be used in model selection. |
seasonal |
If FALSE, restricts search to models without seasonal dummies. |
h |
horizonte de previsao |
k |
numero de previsoes fora da amostra |
uma lista com fcast(ts): previsao pontual e intervalos de predicao usando arima outdate(num): vetor contendo periodo fora da amostra fit(Arima): ultimo modelo arima estimado
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.