| predict.gmwm {simts} | R Documentation |
Predict future points in the time series using the solution of the Generalized Method of Wavelet Moments
Description
Creates a prediction using the estimated values of GMWM through the ARIMA function within R.
Usage
## S3 method for class 'gmwm'
predict(object, data.in.gmwm, n.ahead = 1, ...)
Arguments
object |
A |
data.in.gmwm |
The data SAME EXACT DATA used in the GMWM estimation |
n.ahead |
Number of observations to forecast |
... |
Additional parameters passed to ARIMA Predict |
Value
A predict.gmwm object with:
predPredictions
seStandard Errors
residResiduals from ARIMA ML Fit
[Package simts version 0.2.2 Index]