garma (version 0.9.13)

predict.garma_model: Predict future values.

Description

Predict ahead using algorithm of (2009) Godet, F "Linear prediction of long-range dependent time series", ESAIM: PS 13 115-134. DOI: 10.1051/ps:2008015

Usage

# S3 method for garma_model
predict(
  object,
  n.ahead = 1,
  max_wgts = length(object$diff_y),
  ggbr_scale = FALSE,
  ...
)

Value

A "ts" object containing the requested forecasts.

Arguments

object

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

n.ahead

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

max_wgts

(int) The number of past values to use when forecasting ahead. By default, all available data is used.

ggbr_scale

(logical) - whether or not to scale the Gegenbauer weights to add up to 1. By default this is FALSE.

...

Other parameters. Ignored.

Examples

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