predict.dm {dynamo} | R Documentation |
Predicted values based on dynamic model object.
predict.dm( object, type=stop('Forecast type not specified!',call.=FALSE), iterate=NULL, nfor=1, ql=0.05, qu=0.95, yo=NULL, Xo=matrix(0), Zo=matrix(0), ... )
object |
a dynamic model object. |
type |
number of digits. |
iterate |
some desc |
nfor |
some desc |
ql |
some desc |
qu |
some desc |
yo |
some desc |
Xo |
some desc |
Zo |
some desc |
... |
some desc |
Christian T. Brownlees
# AR(1) GARCH(1,1) # simulate data #y <- rdm( y~0+ar(1)+garch(1,1) , innovations='st' , 1000 , param=c(0.2,0.2,0.1,0.8,0.1) ) # estimate #ar1garch11 <- dm( y~0+ar(1)+garch(1,1) , innovations='st' ) # view estimation results #summary( ar1garch11 ) # ACD(1,1) # simulate data #y <- rdm( y~acd(1,1), 1000 , param=c(0.1,0.8,0.1,20.0) ) # estimate #acd11 <- dm( y~acd(1,1) ) # view estimation results #summary( acd11 ) 1+1