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HH (version 2.3-27)

seqplot.forecast: seqplot with confidence bands for the forecast region.

Description

seqplot with confidence bands for the forecast region.

Usage

seqplotForecast(xts, forecast, multiplier = 1.96,
                series = deparse(substitute(observed)), ylim,
                CI.percent=round((1-2*(1-pnorm(multiplier)))*100,2),
                main = paste(
                series, " with forecast + ",
                CI.percent, "% CI", sep=""),
                xlab=NULL, ylab=NULL,
                ...) ## x.at, xlim

Arguments

xts
This is the observed series
forecast
forecast values based on the model
multiplier
Half-width of confidence interval in standard normal units. Defaults to 1.96.
CI.percent
Width of confidence band. Defaults to the standard normal, two-sided value associated with the multiplier (95 percent for the default multiplier=1.96).
series
Name of time series will be used to construct the main title for the plot.
ylim, xlab, ylab, main
standard trellis parameters
...
additional arguments to xyplot.

See Also

seqplot