ffplot:
Flow field forecast plot
Description
Plots the original data, the penalized spline regression, the forecast values and error bands.
Usage
ffplot(t, y, skeleton, fcast, std.error)
Arguments
t
time series observation times
y
time series response values
skeleton
data skeleton from penalized spline regression
std.error
forecast errors
Value
Returns no values. This function returns a plot of the time series, the penalized spline regression, the forecast values and prediction bands.
References
Frey, MR and Caudle, KA "Flow field forecasting for univariate time series," Statistical Analysis and Data Mining, 2013.