dse: horizonForecastsCompiled – R documentation

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dse

horizonForecastsCompiled

Calculate forecasts at specified horizons

Description

Calculate forecasts at specified horizons.

Usage

horizonForecastsCompiled(obj, data, horizons=1:4,
	  discard.before=minimumStartupLag(obj))
   ## S3 method for class 'SS'
horizonForecastsCompiled(obj, data, horizons=1:4,
	 discard.before=minimumStartupLag(obj))
   ## S3 method for class 'ARMA'
horizonForecastsCompiled(obj, data, horizons=1:4,
	  discard.before=minimumStartupLag(obj))

Arguments

`obj`	see horizonForecasts.
`data`	see horizonForecasts.
`horizons`	see horizonForecasts.
`discard.before`	see horizonForecasts.

Details

Internal function not to be called by users. See horizonForecasts.

Value

See horizonForecasts.

Examples

data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
z <-  horizonForecasts(model, eg1.DSE.data.diff)

dse

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release