predictFFF {descomponer} R Documentation

Prediction whit Regression in FFF

Description

Make a prediction for a rdf object

Usage

predictFFF(y,x,new)

Arguments

 y a Vector of the dependent variable x a Vector of the independent variable new A 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="confidence"

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.

Gallant; A. R.(1984), The Fourier Flexible Form. Amer. J. Agr. Econ.66(1984):204-15.

Parra, F. (2014), Amplitude time-frequency regression, (http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/)

Parra, F.(2021), Econometria con Series de Fourier (https://econometria.files.wordpress.com/2020/12/curso-de-econometria-avanzado.pdf)

Examples

data("ipi")
t=seq(1:length(ipi))
Mod1=FFF(ipi,t)
plot(ipi)
lines(Mod1\$fitted)
new=(length(t)+1):(length(t)+12)
Mod2=predictFFF(ipi,t,new)


[Package descomponer version 1.6 Index]