predict.HARmodel {highfrequency}

Predict method for objects of type HARmodel

Description

Predict method for objects of type HARmodel

Usage

## S3 method for class 'HARmodel'
predict(object, ...)

Arguments

object

an object of class HARmodel

...

extra arguments. See details

Details

The print method has the following optional parameters:

• newdata new data to use for forecasting

• warnings A logical denoting whether to display warnings, detault is TRUE

• backtransform A string. If the model is estimated with transformation this parameter can be set to transform the prediction back into variance The possible values are "simple" which means inverse of transformation, i.e. exp when log-transformation is applied. If using log transformation, the option "parametric" can also be used to transform back. The parametric method adds a correction that stems from using the log-transformation