UComp (version 5.1.5)

predict.UComp: predict.UComp

Description

Forecasting using structural Unobseved Components models with prediction intervals

Usage

# S3 method for UComp
predict(object, newdata = NULL, n.ahead = NULL, level = 0.95, ...)

Value

Forecasts of a UC model

A matrix with the mean forecasts and lower and upper prediction intervals

Arguments

object

Object of class “UComp”.

newdata

New output data to apply “UComp” object to.

n.ahead

Number of steps ahead to forecast or new inputs variables including their predictions.

level

Confidence level for prediction intervals.

...

Ignored.

Author

Diego J. Pedregal

Details

See help of UC.

See Also

UC, UCforecast, UCvalidate, UCfilter, UCsmooth, UCdisturb, UCcomponents

Examples

# \donttest{
y <- log(AirPassengers)
m1 <- UCforecast(y, model = "llt/eq/arma(0,0)")
f1 <- predict(m1)
# }