pred.piartsm-class function

pred.piartsm Class

pred.piartsm Class

This class contains the information provided by predictpiar. class

Slots

  • wts:: Object of class "wts": The observed time series.

  • hpred:: Object of class "numeric": The number of forecasts.

  • p:: Object of class "numeric": The lag order parameter of the PIAR model.

  • fcast:: Object of class "ts": The out-of-sample forecasts.

  • fse:: Object of class "ts": The forecast standard errors.

  • ucb:: Object of class "ts": The upper 95 per cent confidence bound.

  • lcb:: Object of class "ts": The lower 95 per cent confidence bound.

Methods

  • show:: Shows out-of-sample forecasts and the corresponding standard errors, as well as the 95 per cent confidence intervals.

References

P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).

See Also

predictpiar.

Author(s)

Javier Lopez-de-Lacalle javlacalle@yahoo.es .