seqplot.forecast {HH}R Documentation

seqplot with confidence bands for the forecast region.

Description

seqplot with confidence bands for the forecast region.

Usage

seqplot.forecast(xts, forecast, multiplier = 1.96,
                 series = deparse(substitute(observed)), ylim,
                 CI.percent=round((1-2*(1-pnorm(multiplier)))*100,2),
                 main = paste(
                 series, " with forecast + ",
                 CI.percent, "% CI", sep=""),
                 xlab=NULL, ylab=NULL,
                 ...) ## x.at, xlim

Arguments

xts This is the observed series
forecast forecast values based on the model
multiplier Half-width of confidence interval in standard normal units. Defaults to 1.96.
CI.percent Width of confidence band. Defaults to the standard normal, two-sided value associated with the multiplier (95 percent for the default multiplier=1.96).
series Name of time series will be used to construct the main title for the plot.
ylim, xlab, ylab, main standard trellis parameters
... additional arguments to xyplot.

Author(s)

Richard M. Heiberger (rmh@temple.edu)

See Also

seqplot


[Package HH version 2.1-25 Index]