predict.ssm

<code>predict.ssm</code> generates forecasts from fitted state space models by 
converting to univariate ARIMA or transfer function models and using their 
prediction methods.

Build customized transfer function and ARIMA models with multiple operators
and parameter restrictions. Provides tools for model identification, estimation
using exact or conditional maximum likelihood, diagnostic checking, automatic outlier
detection, calendar effects, forecasting, and seasonal adjustment. The new version
also supports unobserved component ARIMA model specification and estimation
for structural time series analysis.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

predict.ssm function

<dl><dt>object</dt>
<dd>an object of class <code>ssm</code>.</dd>
<dt>...</dt>
<dd>additional arguments passed to <code>predict.um</code> (for models
without regressors) or <code>predict.tfm</code> (for models with regressors).
See their documentation for available options such as forecast horizon,
confidence levels, etc.</dd></dl>

Arguments

Predict method for state space models — predict.ssm

<dl>

<dt>object</dt>
<dd>an object of class <code>ssm</code>.</dd>


<dt>...</dt>
<dd>additional arguments passed to <code>predict.um</code> (for models
without regressors) or <code>predict.tfm</code> (for models with regressors).
See their documentation for available options such as forecast horizon,
confidence levels, etc.</dd>

</dl>

predict.ssm: Predict method for state space models

Description

Usage

Value

Arguments

See Also