predict.car {cts} | R Documentation |
Forecast from models fitted by car
predict.car(object, se.fit = TRUE, digits = max(3, getOption("digits") - 3), ...)
object |
the result of a car fit. |
se.fit |
Logical: should standard errors of prediction be returned? |
digits |
return value digits |
... |
arguments passed to or from other methods. |
The Kalman filter forecasting algorithm is used.
A time series of predictions, or if se.fit = TRUE
, a list
with components predict
, the predictions, and se
,
the estimated standard errors. Both components are time series.
G. Tunnicliffe Wilson and Zhu Wang
Belcher, J. and Hampton, J. S. and Tunnicliffe Wilson, G. (1994). Parameterization of continuous time autoregressive models for irregularly sampled time series data. Journal of the Royal Statistical Society, Series B, Methodological,56,141–155
Jones, Richard H. (1981). Fitting a continuous time autoregression to discrete data. Applied Time Series Analysis II, 651–682
Wang, Zhu (2004). The Application of the Kalman Filter to Nonstationary Time Series through Time Deformation. PhD thesis, Southern Methodist University
## Not run: data(V22174) (fit <- car(V22174,scale=0.2,order=7,n.ahead=10)) predict(fit) data(asth) (fit <- car(asth,scale=0.25,order=4,n.ahead=10)) predict(fit) ## End(Not run)