predict.ucm {rucm} | R Documentation |
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
.
## S3 method for class 'ucm'
predict(object, n.ahead, newdata, ...)
object |
an object of class |
n.ahead |
number of points for which forecasts are to generated. |
newdata |
dataset for which prediction is to be made. |
... |
ignored. |
A matrix or list of matrices containing the predictions.
modelNile <- ucm(Nile~0, data = Nile, slope = TRUE)
predict(modelNile$model, n.ahead = 12)