predict.ldt.estim.varma {ldt}

Extract Prediction Results from a ldt.estim.varma Object

Description

This function extracts predicted mean and its variance from an ldt.estim.varma object. new data must be provided while estimating the model.

Usage

## S3 method for class 'ldt.estim.varma'
predict(object, actualCount = 0, startFrequency = NULL, ...)

Arguments

object

An object of class ldt.estim.varma

actualCount

Number of actual observations to be included in the result.

startFrequency

Frequency of the first observation used in the estimation. This is object of class ldtf.

...

Additional arguments.

Details

If estimation data undergoes a Box-Cox transformation, the resulting values will not be transformed accordingly.

Value

An object of class ldt.varma.prediction, which is a list with predicted means and (if available) variances.