predict.GNARfit {GNAR} | R Documentation |
Prediction of a GNARfit object
Description
Predicts future observations from a GNARfit object, based on the fitted GNAR model.
Usage
## S3 method for class 'GNARfit'
predict(object, n.ahead=1, ...)
Arguments
object |
the output of a GNARfit call |
n.ahead |
the time length of the predictions |
... |
further arguments passed to the simulate.GNARfit function, such as |
Details
S3 method for class "GNARfit". This function calls simulate.GNARfit.
Value
A multivariate time series of dimension n.ahead
x nnodes.
Examples
#simulate 5 future observations from fiveVTS
predict(GNARfit(), n.ahead=5)
[Package GNAR version 1.1.3 Index]