predict.dm {dynamo}R Documentation

Predict Method for Dynamic Model Fits

Description

Predicted values based on dynamic model object.

Usage

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), ... )

Arguments

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

Author(s)

Christian T. Brownlees

See Also

rdm

Examples

# 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

[Package dynamo version 0.1.3 Index]