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]