dLagM (version 0.0.8)

dlmForecast: Compute forecasts for finite distributed lag model

Description

A function that computes forecasts for finite distributed lag model with one predictor.

Usage

dlmForecast(model , x , h = 1)

Arguments

model

An object of class lm including the fitted model with dlm() function.

x

A vector including the new observations of independent time series. This is not restricted to ts objects.

h

The number of ahead forecasts.

Value

forecasts

A vector including forecasts.

Details

This function directly uses the model formula and estimates of model coefficients to find forecast one-by-one starting from the one-step ahead forecast.

Examples

# NOT RUN {
data(warming)
model.dlm = dlm(x = warming$NoMotorVehicles , 
y = warming$Warming , q = 2 ,  show.summary = TRUE)
dlmForecast(model = model.dlm , x = c(95 , 
98, 101) , h = 3)
# }