predict.tfm

an object of class <code><a rd-options="" href="/link/um?package=tfarima&version=0.1.1" data-mini-rdoc="tfarima::um">um</a></code>.

object

an object of class <code><a rd-options="" href="/link/ts?package=tfarima&version=0.1.1" data-mini-rdoc="tfarima::ts">ts</a></code>.

the origin of prediction. By default, it is the last observation.

n.ahead

level

<code>predict</code> computes point and interval predictions for a time series
based on a <code>tfm</code> object.

Building customized transfer function and ARIMA models with multiple operators and parameter restrictions. Functions for model identification, model estimation (exact or conditional maximum likelihood), model diagnostic checking, automatic outlier detection, calendar effects, forecasting and seasonal adjustment. See Bell and Hillmer (1983) <doi:10.1080/01621459.1983.10478005>, Box, Jenkins, Reinsel and Ljung <ISBN:978-1-118-67502-1>, Box, Pierce and Newbold (1987) <doi:10.1080/01621459.1987.10478430>, Box and Tiao (1975) <doi:10.1080/01621459.1975.10480264>, Chen and Liu (1993) <doi:10.1080/01621459.1993.10594321>, Thompson and Tiao (1970) <http://old-www.stat.wisc.edu/sites/default/files/TR222.pdf>.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

predict.tfm function

an object of class <code><a rd-options='' href='um'>um</a></code>.

an object of class <code><a rd-options='' href='ts'>ts</a></code>.

predict.tfm: Forecasting with transfer function models

Description

Usage

Arguments