forecast_EXPAR {EXPAR} | R Documentation |
Forecasting from EXPAR model
Description
Generates out-of-sample forecasts from any fitted EXPAR model.
Usage
forecast_EXPAR(EXPAR_model, h = 1)
Arguments
EXPAR_model |
A fitted EXPAR model. |
h |
Number of periods for forecasting. Defaults to one-step ahead forecast. |
Details
Forecasts from EXPAR model are generated iteratively using mathematical form of EXPAR model, considering fitted values and residuals while putting future error terms as zero.
Value
Vector of forecasted values
Examples
datats <- ts(egg_price_index[,3], start = c(2013, 1), frequency = 12)
best_model = best_EXPAR(datats)
forecast_EXPAR(best_model, h = 5)
[Package EXPAR version 0.1.0 Index]