predict.tf

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.tf function

<dl><dt>object</dt>
<dd>Transfer function object.</dd>
<dt>n.ahead</dt>
<dd>Periods to predict.</dd>
<dt>...</dt>
<dd>Unused.</dd></dl>

Arguments

Predict transfer function — predict.tf

<dl>

<dt>object</dt>
<dd>Transfer function object.</dd>


<dt>n.ahead</dt>
<dd>Periods to predict.</dd>


<dt>...</dt>
<dd>Unused.</dd>

</dl>

predict.tf: Predict transfer function

Description

Usage

Value

Arguments