emd.pred {EMD} | R Documentation |
Prediction by EMD and VAR model
Description
This function calculates prediction values and confidence limits
using EMD and VAR model.
Usage
emd.pred(varpred, trendpred, ci = 0.95, figure = TRUE)
Arguments
varpred |
prediction result of IMF's by VAR model. |
trendpred |
prediction result of residue by polynomial regression model. |
ci |
confidence interval level. |
figure |
specifies whether prediction result is displayed. |
Details
This function calculates prediction values and confidence limits
using EMD and VAR model.
Value
fcst |
prediction values |
lower |
lower limits of prediction |
upper |
upper limits of prediction |
[Package
EMD version 1.2.0
Index]