Method for forecasting from an ARFIMA model.

```
arfimaforecast(fitORspec, data = NULL, n.ahead = 10, n.roll = 0, out.sample = 0,
external.forecasts = list(mregfor = NULL), ...)
```

fitORspec

data

Required if a specification rather than a fit object is supplied.

n.ahead

The forecast horizon.

n.roll

The no. of rolling forecasts to create beyond the first one (see details).

out.sample

Optional. If a specification object is supplied, indicates how many data points to keep for out of sample testing.

external.forecasts

A list with a matrix of forecasts for the external regressors in the mean.

...

.

A `'>ARFIMAforecast`

object containing details of the ARFIMA
forecast. See the class for details on the returned object and methods for
accessing it and performing some tests.

The forecast function has two dispatch methods allowing the user to call it with
either a fitted object (in which case the data argument is ignored), or a
specification object (in which case the data is required) with the parameters
entered via the `set.fixed<-`

methods on an `'>ARFIMAspec`

object.
One step ahead forecasts are based on the value of the previous data, while
n-step ahead (n>1) are based on the unconditional mean of the model.
The ability to roll the forecast 1 step at a time is implemented with the
`n.roll`

argument which controls how many times to roll the n.ahead
forecast. The default argument of n.roll = 0 denotes no rolling beyond the first
forecast and returns the standard n.ahead forecast. Critically, since n.roll
depends on data being available from which to base the rolling forecast, the
`arfimafit`

function needs to be called with the argument
`out.sample`

being at least as large as the n.roll argument, or in the case
of a specification being used instead of a fit object, the `out.sample`

argument directly in the forecast function.