forecast.garma_model function

Forecast future values.

Forecast future values.

The forecast function predicts future values of a "garma_model" object, and is exactly the same as the "predict" function with slightly different parameter values.

## S3 method for class 'garma_model'
forecast(object, h = 1, newdata = NULL, ...)

Arguments

  • object: (garma_model) The garma_model from which to forecast the values.

  • h: (int) The number of time periods to predict ahead. Default: 1

  • newdata: (real vector or matrix) If the original model was fitted with the 'xreg=' option then this will provide the xreg values for predictions. If this is a vector then its length should be 'h'; if it is a matrix then it should have 'h' rows.

    It should have columns with the same names as the original xreg matrix.

  • ...: Other parameters passed to the forecast function. For "garma_model" objects, these are ignored.

Returns

  • a "ts" object containing the requested forecasts.

Examples

library(forecast)

data(AirPassengers)
ap <- as.numeric(diff(AirPassengers, 12))
mdl <- garma(ap, order = c(9, 1, 0), k = 0, method = "CSS", include.mean = FALSE)
forecast(mdl, h = 12)
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