tsmoments: Analytic Forecast Moments

In tsmodels/tsets: Exponential Smoothing Models

Analytic Forecast Moments

Description

Prediction function for class “tsets.estimate”.

Usage

## S3 method for class 'tsets.estimate'
tsmoments(object, h = 1, newxreg = NULL, init_states = NULL, ...)

Arguments

object	an object of class “tsets.estimate”.
h	the forecast horizon.
newxreg	a matrix of external regressors in the forecast horizon.
init_states	optional vector of states to initialize the forecast. If NULL, will use the last available state from the estimated model.
...	not currently used.

Note

The function is currently incomplete as it does not provide an option to backtransform the moments for Box Cox or logit transformed additive models.

tsmodels/tsets documentation built on Oct. 8, 2022, 9:15 a.m.