predict.diffusion {diffusion}

Predict future periods of a fitted diffusion curve.

Description

Calculates the values for h future periods of a fitted diffusion curve.

Usage

## S3 method for class 'diffusion'
predict(object, h = 10, ...)

Arguments

object

diffusion object, produced using diffusion.

h

Forecast horizon.

...

Unused argument.

Value

Returns an object of class diffusion, which contains:

• type diffusion curve type used

• call calls function fitted

• w named vector of fitted parameters

• y actuals

• fit fitted values of model

• frc forecasts for future periods.

• mse insample Mean Squared Error

• prew the w of the previous generation

• pval p-values for w

Note

This function populates the matrix frc of the diffusion object used as input.

Author(s)

Oliver Schaer, [e-mail],

Nikoloas Kourentzes, [e-mail]

See Also

diffusion.

Examples

 fit <- diffusion(tsChicken[, 2])
 fit <- predict(fit, 20)
 plot(fit)