predict.ucm {rucm}

Unobserved Components Model Predictions

Description

Function predict.ucm predicts the future observations of an Unobserved Components Model. The ucm function returns an object model of class SSModel which is then further used in predict.SSModel.

Usage

## S3 method for class 'ucm'
predict(object, n.ahead, newdata, ...)

Arguments

object

an object of class SSModel which can be retrieved from $model call of an object of class ucm.

n.ahead

number of points for which forecasts are to generated.

newdata

dataset for which prediction is to be made.

...

ignored.

Value

A matrix or list of matrices containing the predictions.

See Also

predict.SSModel.

Examples

modelNile <- ucm(Nile~0, data = Nile, slope = TRUE)
predict(modelNile$model, n.ahead = 12)