dse (version R2000.6-1)

feather.forecasts: Multiple Horizon-Step Ahead Forecasts

Description

Calculate multiple horizon-step ahead forecasts.

Usage

feather.forecasts(model, data, 
	   from.periods = 10*seq(periods(data)/10), horizon=36, ...)
	is.feather.forecasts(obj)

Arguments

model
An object of class TSmodel.
data
An object of class TSdata.
from.periods.
The starting points to use for forecasts
horizon
The number of periods to forecast.
...
For a TSmodel additional arguments are passed to l()

Value

  • The result is a list of class feather.forecasts with elements $model (a TSestModel), $data, $from.periods, $feather.forecasts. $feather.forecasts is a list with length(from.periods) elements, each of which is a tframed matrix. There is a plot method for this class.

Details

Calculate multiple horizon-step ahead forecasts ie. use the samples indicated by from.periods to calculate forecasts for horizon periods. Thus, for example, the result of feather.forecasts(model, data, from.periods=c(200,250,300)) would be forecasts for 1 through 36 steps ahead (the default), starting at the 200th,250th, and 300th point of output.data(data). This function assumes that input.data(data) (the exogenous variable) is as long as necessary for the most future forecast.

See Also

forecast, horizon.forecasts

Examples

Run this code
if(is.R()) data("egJofF.1dec93.data", package="dse1")
model <- est.VARX.ls(egJofF.1dec93.data)
pr <- feather.forecasts(model, egJofF.1dec93.data)
tfplot(pr)

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