feather.forecasts
multiple horizon-step ahead forecasts
Description
Calculate multiple horizon-step ahead forecasts.
Usage
feather.forecasts(model, data, from.periods = 10*seq(periods(data)/10), horizon=36, ...)
Required Arguments
- model
-
An object of class TSmodel.
- data
-
An object of class TSdata.
Optional Arguments
- from.periods.
- The starting points to use for forecasts
- horizon
- The number of periods to forecast.
- ...
- For a TSmodel additional arguments are passed to l()
Value
The result is a list of class feather.forecasts with elements $model (a
TSestModel), $data, $from.periods, $feather.forecasts.
$feather.forecasts is a list with length(from.periods) elements, each of which
is a tframed matrix.
There is a plot method for this class.
Details
Calculate multiple horizon-step ahead forecasts
ie. use the samples indicated by from.periods to calculate forecasts for
horizon periods.
Thus, for example, the result of
feather.forecasts(model, data, from.periods=c(200,250,300))
would be forecasts for 1 through 36 steps ahead (the default),
starting at the 200th,250th, and 300th point of output.data(data).
This function assumes that input.data(data) (the exogenous
variable) is as long as necessary for the most future forecast.
See Also
Examples
pr <- feather.forecasts(model, data)
plot(pr)
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