pred.piartsm Class
This class contains the information provided by predictpiar
.
class
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.
show
:: Shows out-of-sample forecasts and the corresponding standard errors, as well as the 95 per cent confidence intervals.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).
predictpiar
.
Javier Lopez-de-Lacalle javlacalle@yahoo.es .