predict.garma_model function

Predict future values.

Predict future values.

Predict ahead using algorithm of Godet (2009).

## S3 method for class 'garma_model'
predict(object, n.ahead = 1, newdata = NULL, ...)

Arguments

  • object: (garma_model) The garma_model from which to predict the values. This should have been generated by the [garma()] function.

  • n.ahead: (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 'n.ahead'; if it is a matrix then it should have 'n.ahead' rows.

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

  • ...: Other parameters. Ignored.

Returns

A "ts" object containing the requested forecasts.

Examples

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

References

Godet, F. Linear prediction of long-range dependent time series, ESAIM: PS (2009) 13 115-134. DOI: https://doi.org/10.1051/ps:2008015

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