forecastCovCompiled {dse2} | R Documentation |
See forecastCov.
forecastCovCompiled(model, data, horizons = 1:12, discard.before=minimumStartupLag(model)) ## S3 method for class 'ARMA': forecastCovCompiled(model, data, horizons = 1:12, discard.before=minimumStartupLag(model)) ## S3 method for class 'SS': forecastCovCompiled(model, data, horizons = 1:12, discard.before=minimumStartupLag(model)) ## S3 method for class 'innov': forecastCovCompiled(model, data, horizons = 1:12, discard.before=minimumStartupLag(model)) ## S3 method for class 'nonInnov': forecastCovCompiled(model, data, horizons = 1:12, discard.before=minimumStartupLag(model)) forecastCovSingleModel( model, data=NULL, horizons=1:12, discard.before=minimumStartupLag(model), compiled=.DSEflags()$COMPILED)
obj |
TSdata or one or more TSmodels or TSestModels |
data |
an object of class TSdata. |
discard.before |
period before which forecasts should be discarded when calculating covariance. |
horizons |
horizons for which forecast covariance should be calculated. |
zero |
if TRUE the covariance is calculated for a forecast of zero. |
trend |
if TRUE the covariance is calculated for a forecast of trend. |
estimation.sample |
portion of the sample to use for calculating the trend. |
compiled |
a logical indicating if compiled code should be used. (Usually true except for debugging.) |
... |
arguments passed to other methods. |
Not to be called by users. See forecastCov
.
A list with the forecast covariance for supplied models on the given
sample. This is in the element forecastCov
of the result. Other
elements contain information in the arguments.