rmultistep function

Multiple steps ahead forecast errors

The function extracts 1 to h steps ahead forecast errors from the model.

rmultistep(object, h = 10, ...)

Arguments

• object: Model estimated using one of the forecasting functions.
• h: The forecasting horizon to use.
• ...: Currently nothing is accepted via ellipsis.

Returns

The matrix with observations in rows and h steps ahead values in columns. So, the first row corresponds to the forecast produced from the 0th observation from 1 to h steps ahead.

Details

The errors correspond to the error term epsilon_t in the ETS models. Don't forget that different models make different assumptions about epsilon_t and / or 1+epsilon_t.

Examples

x <- rnorm(100,0,1)
ourModel <- adam(x)
rmultistep(ourModel, h=13)

See Also

residuals ,

Author(s)

Ivan Svetunkov, ivan@svetunkov.com