predict2

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

Methods for estimating univariate long memory-seasonal/cyclical
Gegenbauer time series processes. See for example (2022) <doi:10.1007/s00362-022-01290-3>.
Refer to the vignette for details of fitting these processes.

Richard Hunt

garma

Fitting and Forecasting Gegenbauer ARMA Time Series Models

predict2 function

<dl><dt>object</dt>
<dd>(garma_model) The garma_model from which to predict the values.</dd>
<dt>n.ahead</dt>
<dd>(int) The number of time periods to predict ahead. Default: 1</dd></dl>

Arguments

Predict2 future values. — predict2

<dl>

<dt>object</dt>
<dd>(garma_model) The garma_model from which to predict the values.</dd>


<dt>n.ahead</dt>
<dd>(int) The number of time periods to predict ahead. Default: 1</dd>

</dl>

predict2: Predict2 future values.

Description

Usage

Value

Arguments