mistat (version 2.0.3)

pred1: Linear Predictor for Covariance Stationary Time Series

Description

An Optimal Linear Predictor for Covariance Stationary Time Series.

Usage

pred1(x, n = 10)

Arguments

x

a vector of data X_t.

n

the n to define the window size.

Value

a vector with values form the linear predictor.

Examples

# NOT RUN {
pred1(rnorm(20), n = 10)
# }