featherForecasts {dse} | R Documentation |
Calculate multiple horizon-step ahead forecasts.
featherForecasts(obj, ...)
## S3 method for class 'TSestModel'
featherForecasts(obj, data=NULL, ...)
## S3 method for class 'TSdata'
featherForecasts(obj, model, ...)
## S3 method for class 'TSmodel'
featherForecasts(obj, data, horizon=36,
from.periods =NULL, ...)
is.featherForecasts(obj)
obj |
an object of class TSmodel. |
data |
an object of class TSdata. |
model |
an object of class TSmodel. |
from.periods |
the starting points to use for forecasts. |
horizon |
the number of periods to forecast. |
... |
for a TSmodel additional arguments are passed to |
Calculate multiple horizon-step ahead forecasts ie. use the samples indicated by from.periods to calculate forecasts for horizon periods. Thus, for example, the result of featherForecasts(model, data, from.periods=c(200,250,300)) would be forecasts for 1 through 36 steps ahead (the default), starting at the 200th,250th, and 300th point of outputData(data). This function assumes that inputData(data) (the exogenous variable) is as long as necessary for the most future forecast.
The result is a list of class featherForecasts with elements model
(a
TSestModel), data
, from.periods
, featherForecasts
.
The element featherForecasts
is a list with length(from.periods) elements, each of which
is a tframed matrix.
There is a plot method for this class.
data("egJofF.1dec93.data", package="dse")
model <- estVARXls(egJofF.1dec93.data)
pr <- featherForecasts(model, egJofF.1dec93.data)
tfplot(pr)