predict.HEAVYmodel {highfrequency}

Iterative multi-step-ahead forecasting for HEAVY models

Description

Calculates forecasts for h_{T+k}, where T denotes the end of the estimation period for fitting the HEAVYmodel and k = 1, \dots, \code{stepsAhead}.

Usage

## S3 method for class 'HEAVYmodel'
predict(object, stepsAhead = 10, ...)

Arguments

object

an object of class HEAVYmodel.

stepsAhead

the number of days iterative forecasts are calculated for (default 10).

...

further arguments passed to or from other methods.