predict.FitFGN {FGN} | R Documentation |
The exact finite-sample minimum mean square error forecasts are computed using the Trench algorithm.
## S3 method for class 'FitFGN': predict(object, n.ahead = 1, ...)
object |
"FitFGN" object produced by FitFGN |
n.ahead |
forecasts are done for lead times 1,...,n.ahead |
... |
optional arguments, are ignored |
A list with components
Forecasts |
matrix with m+1 rows and maxLead columns with the forecasts |
SDForecasts |
matrix with m+1 rows and maxLead columns with the sd of the forecasts |
A.I. McLeod
McLeod, A.I., Yu, Hao, Krougly, Zinovi L. (2007). Algorithms for Linear Time Series Analysis, Journal of Statistical Software.
FitFGN
,
TrenchForecast
PredictionVariance
predict.Arima
data(NileMin) out<-FitFGN(NileMin) predict(out, n.ahead=15)