descomponer (version 1.6)

predictrdf: Prediction whit Regression in domain frequency

Description

Make a prediction for a rdf object

Usage

predictrdf(a,b)

Arguments

a

a model rdf

b

An optional data frame in which to look for variables with which to predict. If omitted, the fitted values are used.

Value

fit

vector or matrix as above

Details

Use predict.lm, with interval="prediction"

Slow computer in time series higher 1000 data.

References

DURBIN, J., "Tests for Serial Correlation in Regression Analysis based on the Periodogram ofLeast-Squares Residuals," Biometrika, 56, (No. 1, 1969), 1-15.

Engle, Robert F. (1974), Band Spectrum Regression,International Economic Review 15,1-11.

Harvey, A.C. (1978), Linear Regression in the Frequency Domain, International Economic Review, 19, 507-512.

Parra, F. (2014), Amplitude time-frequency regression, (http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/)

Examples

# NOT RUN {
data(PIB)
data(celec)
mod1=rdf(celec,PIB)
newdata=c(100)
predictrdf(mod1,newdata)
# }