seqplot with confidence bands for the forecast region.
seqplot with confidence bands for the forecast region.
seqplotForecast(xts, forecast, multiplier = 1.96,
series = deparse(substitute(observed)), ylim,
CI.percent=round((1-2*(1-pnorm(multiplier)))*100,2),
main = paste(
series, " with forecast + ",
CI.percent, "% CI", sep=""),
xlab=NULL, ylab=NULL,
...) ## x.at, xlimxts |
This is the observed series |
forecast |
forecast values based on the model |
multiplier |
Half-width of confidence interval in standard normal units. Defaults to 1.96. |
CI.percent |
Width of confidence band. Defaults to the standard
normal, two-sided value associated with the multiplier (95 percent
for the default |
series |
Name of time series will be used to construct the main title for the plot. |
ylim, xlab, ylab, main |
standard trellis parameters |
... |
additional arguments to |
Richard M. Heiberger (rmh@temple.edu)
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