Returns forecasts and other information for a Multivariate Random Walk with Drift model.
# S3 method for mrwd
forecast(object, h = 10, level = c(80, 95), fan = FALSE,
...)an object of class "mrwd".
Number of periods for forecasting.
confidence level for prediction intervals.
if TRUE, level is set to seq(50, 99, by = 1).
This is suitable for fan plots.
other arguments.
An object of class "mrwdForecast" with components:
a list containing information about the fitted model.
array with the central forecast.
three dimensional array with lower limits for prediction intervals.
three dimensional array with upper limits for prediction intervals.
the confidence values associated with the prediction intervals.