garma (version 0.9.13)

forecast.garma_model: Forecast future values.

Description

The forecast function predicts future values of a "garma_model" object, and is exactly the same as the "predict" function with slightly different parameter values.

Usage

# S3 method for garma_model
forecast(object, h = 1, ...)

Value

- a "ts" object containing the requested forecasts.

Arguments

object

(garma_model) The garma_model from which to forecast the values.

h

(int) The number of time periods to predict ahead. Default: 1

...

Other parameters passed to the forecast function. For "garma_model" objects, these are ignored.

Examples

library(forecast)

data(AirPassengers)
ap  <- as.numeric(diff(AirPassengers,12))
mdl <- garma(ap,order=c(9,1,0),k=0,method='CSS',include.mean=FALSE)
forecast(mdl, h=12)