fore.garma.wge {tswge}

Forecast using a GARMA model

Description

Find forecasts using a specified GARMA model

Usage

fore.garma.wge(x,u,lambda,phi,theta=0,n.ahead=10,lastn=TRUE,plot=TRUE)

Arguments

x

Realization to be analyzed

u

Parameter u in GARMA model

lambda

Parameter lambda in GARMA model

phi

Coefficients of the AR component of the GARMA model

theta

Coefficients of the MA component of the GARMA model

n.ahead

Number of values to forecast

lastn

If lastn=TRUE then the last n.ahead values are forecast. Otherwise, if lastn=FALSE the next n.ahead values are forecast

plot

If plot=TRUE then plots of the data and forecasts are plotted

Details

Forecasts for an AR model fit to the data are also calculated and optionally plotted

Value

ar.fit.order

Order of the AR model fit to the data

ar.fore

Forecasts based on the AR model

garma.fore

Forecasts based on the GARMA model

Author(s)

Wayne Woodward

References

Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott

Examples

data(llynx)
fore.garma.wge(llynx,u=.796,lambda=.4,phi=.51,theta=0,n.ahead=30,lastn=TRUE,plot=TRUE)