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mistat (version 2.0.4)

pred1: Linear Predictor for Covariance Stationary Time Series

Description

An Optimal Linear Predictor for Covariance Stationary Time Series.

Usage

pred1(x, n = 10)

Value

a vector with values form the linear predictor.

Arguments

x

a vector of data X_t.

n

the n to define the window size.

Author

Shelemyahu Zacks

Examples

Run this code
pred1(rnorm(20), n = 10)

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