plotpredict.car {cts}R Documentation

Plot of forecast from CAR fits

Description

PLot of forecast from models fitted by car

Usage

plotpredict.car(object, xlab = "time", ylab = NULL, type = "l", main = NULL, sub = NULL,...)

Arguments

object the result of a car fit.
xlab the x label of the plot.
ylab the y label of the plot.
type the type of plot to be drawn, defaults to lines.
main overall title for the plot.
sub a sub title for the plot.
... further graphical parameters.

Details

See predict.car.

Value

A plot of original continuous time series along with predictions and 95% confidence intervals

Author(s)

G. Tunnicliffe Wilson and Zhu Wang

References

Belcher, J. and Hampton, J. S. and Tunnicliffe Wilson, G. (1994). Parameterization of continuous time autoregressive models for irregularly sampled time series data. Journal of the Royal Statistical Society, Series B, Methodological,56,141–155

Jones, Richard H. (1981). Fitting a continuous time autoregression to discrete data. Applied Time Series Analysis II, 651–682

Wang, Zhu (2004). The Application of the Kalman Filter to Nonstationary Time Series through Time Deformation. PhD thesis, Southern Methodist University

See Also

car

Examples

## Not run: 
data(asth)
(fit <- car(asth,scale=0.25,order=4,n.ahead=10))
plotpredict.car(predict(fit)
## End(Not run)

[Package cts version 1.0 Index]