predict.garma_model {garma} | R Documentation |
Predict future values.
Description
Predict ahead using algorithm of Godet (2009).
Usage
## S3 method for class 'garma_model'
predict(object, n.ahead = 1, newdata = NULL, ...)
Arguments
object |
(garma_model) The garma_model from which to predict the values. This should have been generated by the [garma()] function. |
n.ahead |
(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 'n.ahead'; if it is a matrix then it should have 'n.ahead' rows. It should have columns with the same names as the original xreg matrix. |
... |
Other parameters. Ignored. |
Value
A "ts" object containing the requested forecasts.
References
Godet, F. Linear prediction of long-range dependent time series, ESAIM: PS (2009) 13 115-134. DOI: https://doi.org/10.1051/ps:2008015
Examples
data(AirPassengers)
ap <- as.numeric(diff(AirPassengers, 12))
mdl <- garma(ap, order = c(9, 1, 0), k = 0, method = "CSS", include.mean = FALSE)
predict(mdl, n.ahead = 12)