forecast.garma_model {garma} | R Documentation |
Forecast future values.
Description
The forecast function predicts future values of a "garma_model" object, and is exactly the same as the "predict" function with slightly different parameter values.
Usage
## S3 method for class 'garma_model'
forecast(object, h = 1, newdata = NULL, ...)
Arguments
object |
(garma_model) The garma_model from which to forecast the values. |
h |
(int) The number of time periods to predict ahead. Default: 1 |
newdata |
(real vector or matrix) If the original model was fitted with the 'xreg=' option then this will provide the xreg values for predictions. If this is a vector then its length should be 'h'; if it is a matrix then it should have 'h' rows. It should have columns with the same names as the original xreg matrix. |
... |
Other parameters passed to the forecast function. For "garma_model" objects, these are ignored. |
Value
- a "ts" object containing the requested forecasts.
Examples
library(forecast)
data(AirPassengers)
ap <- as.numeric(diff(AirPassengers, 12))
mdl <- garma(ap, order = c(9, 1, 0), k = 0, method = "CSS", include.mean = FALSE)
forecast(mdl, h = 12)
[Package garma version 0.9.23 Index]