tfarima (version 0.1.1)

predict.um: Forecasts from an ARIMA model

Description

predict computes point and interval predictions for a time series from models of class um.

Usage

# S3 method for um
predict(object, z = NULL, ori = NULL, n.ahead = 1, level = 0.95, ...)

Arguments

object

an object of class um.

z

an object of class ts.

ori

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

n.ahead

number of steps ahead.

level

confidence level.

...

additional arguments.

Value

An object of class "tfm".

Examples

# NOT RUN {
Z <- AirPassengers
um1 <- um(Z, i = list(1, c(1, 12)), ma = list(1, c(1, 12)), bc = TRUE)
p <- predict(um1, n.ahead = 12)
p
plot(p, n.back = 60)

# }