fore.arma.wge

Forecasts and associated plots for an ARMA model

 forecasts 

 ARMA 

Accompanies the texts Time Series for Data Science with R by Woodward, Sadler and Robertson & Applied Time Series Analysis with R, 2nd edition by Woodward, Gray, and Elliott.  It is helpful for data analysis and for time series instruction.

Bivin Sadler

tswge

Time Series for Data Science

fore.arma.wge function

<dl> <dt>x</dt>
<dd>Realization</dd> <dt>phi</dt>
<dd>AR vector</dd> <dt>theta</dt>
<dd>MA vector</dd> <dt>n.ahead</dt>
<dd>Number of steps ahead</dd> <dt>lastn</dt>
<dd>Logical variable, TRUE means plot forecast for last n.ahead values of realization</dd> <dt>plot</dt>
<dd>Logical variable , TRUE means plot forecasts</dd> <dt>alpha</dt>
<dd>Significance level for prediction limits</dd> <dt>limits</dt>
<dd>Logical variable, TRUE means plot limits</dd></dl>

Arguments

Author

Forecast from known model — fore.arma.wge

<dl>

 <dt>x</dt>
<dd>Realization</dd>

 <dt>phi</dt>
<dd>AR vector</dd>

 <dt>theta</dt>
<dd>MA vector</dd>

 <dt>n.ahead</dt>
<dd>Number of steps ahead</dd>

 <dt>lastn</dt>
<dd>Logical variable, TRUE means plot forecast for last n.ahead values of realization</dd>

 <dt>plot</dt>
<dd>Logical variable , TRUE means plot forecasts</dd>

 <dt>alpha</dt>
<dd>Significance level for prediction limits</dd>

 <dt>limits</dt>
<dd>Logical variable, TRUE means plot limits</dd>

</dl>

fore.arma.wge: Forecast from known model

Description

Usage

Value

Arguments

Author

References

Examples