predict.garma_model {garma} | R Documentation |
Predict future values.
Description
Predict ahead using algorithm of (2009) Godet, F "Linear prediction of long-range dependent time series", ESAIM: PS 13 115-134. DOI: 10.1051/ps:2008015
Usage
## S3 method for class 'garma_model'
predict(
object,
n.ahead = 1,
max_wgts = length(object$diff_y),
ggbr_scale = FALSE,
...
)
Arguments
object |
(garma_model) The garma_model from which to predict the values. |
n.ahead |
(int) The number of time periods to predict ahead. Default: 1 |
max_wgts |
(int) The number of past values to use when forecasting ahead. By default, all available data is used. |
ggbr_scale |
(logical) - whether or not to scale the Gegenbauer weights to add up to 1. By default this is FALSE. |
... |
Other parameters. Ignored. |
Value
A "ts" object containing the requested forecasts.
Examples
data(AirPassengers)
ap <- as.numeric(diff(AirPassengers,12))
mdl <- garma(ap,order=c(9,1,0),k=0,method='CSS',include.mean=FALSE)
predict(mdl, n.ahead=12)
[Package garma version 0.9.13 Index]