HH (version 3.1-42)

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