| sVARMApred {MTS} | R Documentation |
Prediction of a fitted multiplicative seasonal VARMA model
Description
Perform prediction of a seasonal VARMA model
Usage
sVARMApred(model,orig,h=1)
Arguments
model |
An output of the sVARMA command |
orig |
The forecast origin. |
h |
The forecast horizon. For a given h, it computes 1-step to h-step ahead forecasts. Default is 1. |
Details
Perform prediction of a fitted sVARMA model
Value
data |
The original data matrix |
pred |
Forecasts |
se.err |
Standard errors of forecasts |
orig |
Return the forecast origin |
Author(s)
Ruey S. Tsay
References
Tsay (2014, chapter 6). Multivariate Time Series Analysis with R and Financial Applications. John Wiley. Hoboken, NJ.
[Package MTS version 1.2.1 Index]