horizonForecasts {dse} R Documentation

Calculate forecasts at specified horizons

Description

Calculate forecasts at specified horizons.

Usage

    is.horizonForecasts(obj)
horizonForecasts(obj, ...)
## S3 method for class 'TSmodel'
horizonForecasts(obj, data, horizons=1:4,
discard.before=minimumStartupLag(obj), compiled=.DSEflags()$COMPILED, ...) ## S3 method for class 'TSestModel' horizonForecasts(obj, data=NULL, ...) ## S3 method for class 'TSdata' horizonForecasts(obj, model, ...) ## S3 method for class 'forecastCov' horizonForecasts(obj,horizons=NULL, discard.before=NULL, ...)  Arguments  obj an object of class TSmodel, TSdata, or TSestModel. model an object of class TSmodel. data an object of class TSdata horizons a vector of integers indicating the horizon at which forecasts should be produced. discard.before period before which forecasts are not calculated. compiled if TRUE compiled code is called. ... arguments passed to other methods. Details Calculate multiple 'horizon'-step ahead forecasts ie. calculate forecasts but return only those indicated by horizons. Thus, for example, the result of horizonForecasts(model, data horizons=c(1,5)) would be the one-step ahead and five step ahead forecasts. Value The result is a list of class horizonForecasts with elements model (a TSmodel), data, horizons, discard.before, and horizonForecasts. horizonForecasts is an array with three dimension: c(length(horizons), dim(model$data)). Projections are not calculated before discard.before or after the end of outputData(data). Each horizon is aligned so that horizonForecasts[h,t,] contains the forecast for the data point outputData(data)[t,] (from horizon[h] periods prior).

featherForecasts
data("eg1.DSE.data.diff", package="dse")