Time Series Prediction
This function plots the time series forecast.
## S3 method for class 'fitsimts' predict(object, n.ahead = 10, show_last = 100, level = NULL, xlab = NULL, ylab = NULL, main = NULL, plot = TRUE, ...)
object |
A |
n.ahead |
An |
show_last |
A |
level |
A |
xlab |
A |
ylab |
A |
main |
A |
plot |
A |
... |
Additional arguments. |
Stéphane Guerrier and Yuming Zhang
Xt = gen_gts(300, AR(phi = c(0, 0, 0.8), sigma2 = 1)) model = estimate(AR(3), Xt) predict(model) predict(model, level = 0.95) x = gts(as.vector(lynx), start = 1821, end = 1934, freq = 1, unit_ts = bquote(paste(10^8," ",m^3)), name_ts = "Numbers", unit_time = "year", data_name = "Annual Numbers of Lynx Trappings") model = estimate(AR(1), x) predict(model, n.ahead = 20) predict(model, n.ahead = 20, level = 0.95) predict(model, n.ahead = 20, level = c(0.50, 0.80, 0.95))
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