p_cfar_part function

Partial Curve Prediction of CFAR Processes

Partial prediction for CFAR processes. t curves are given and we want to predit the curve at time t+1, but we know the first n observations in the curve, to predict the n+1 observation.

p_cfar_part(model, f, new.obs)

Arguments

• model: CFAR model.
• f: the functional time series data.
• new.obs: the given first n observations.

Returns

The function returns a prediction of the CFAR process.

References

Liu, X., Xiao, H., and Chen, R. (2016) Convolutional autoregressive models for functional time series. Journal of Econometrics, 194, 263-282.