pred.piartsm {partsm} | R Documentation |
This class contains the information provided by predictpiar
.
wts
:"wts"
: The observed time series.hpred
:"numeric"
: The number of forecasts.p
:"numeric"
: The lag order parameter of the PIAR model.fcast
:"ts"
: The out-of-sample forescasts.fse
:"ts"
: The forecast standard errors.ucb
:"ts"
: The upper 95 per cent confidence bound.lcb
:"ts"
: The lower 95 per cent confidence bound.
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:Javier Lopez-de-Lacalle javlacalle@yahoo.es.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).