predict.ucm

an object of class <code>SSModel</code> which can be retrieved from <code>$model</code> call of an object of class <code>ucm</code>.

object

number of points for which forecasts are to generated.

n.ahead

dataset for which prediction is to be made.

newdata


Function <code>predict.ucm</code> predicts the future observations of an Unobserved Components Model. The <code>ucm</code> function returns an object <code>model</code> of class <code>SSModel</code> which is then further used in <code>predict.SSModel</code>.


Unobserved Components Models (introduced in Harvey, A. (1989),
Forecasting, structural time series models and the Kalman filter, Cambridge
New York: Cambridge University Press) decomposes a time series into
components such as trend, seasonal, cycle, and the regression effects due
to predictor series which captures the salient features of the series to
predict its behavior.

predict.ucm: Unobserved Components Model Predictions

Description

Usage

Arguments

Value

See Also

Examples