Predict future points in the time series using the solution of the Generalized Method of Wavelet Moments
Creates a prediction using the estimated values of GMWM through the ARIMA function within R.
## S3 method for class 'gmwm' predict(object, data.in.gmwm, n.ahead = 1, ...)
object |
A |
data.in.gmwm |
The data SAME EXACT DATA used in the GMWM estimation |
n.ahead |
Number of observations to forecast |
... |
Additional parameters passed to ARIMA Predict |
A predict.gmwm object with:
Predictions
Standard Errors
Residuals from ARIMA ML Fit
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