| estimardf {descomponer} | R Documentation |
Prediction whit Regression in domain frequency
Description
Make a prediction for a rdf object
Usage
estimardf(a,b)Arguments
a |
a model rdf |
b |
An optional data frame in which to look for variables with which to predict. If omitted, the fitted values are used. |
Details
Use predict.lm, with interval="prediction"
Slow computer in time series higher 1000 data.
Value
fit |
vector or matrix as above |
References
DURBIN, J., "Tests for Serial Correlation in Regression Analysis based on the Periodogram ofLeast-Squares Residuals," Biometrika, 56, (No. 1, 1969), 1-15.
Engle, Robert F. (1974), Band Spectrum Regression,International Economic Review 15,1-11.
Harvey, A.C. (1978), Linear Regression in the Frequency Domain, International Economic Review, 19, 507-512.
Parra, F. (2014), Amplitude time-frequency regression, (http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/)
Examples
data(PIB)
data(celec)
mod1=rdf(celec,PIB)
newdata=c(20000)
estimardf(mod1,newdata)