plotpredpiar {partsm} | R Documentation |
This function displays a plot of the predictions and the corresponding 95 per cent confidence intervals based on a PIAR model. In this version, this function is implemeted for quarterly observed data, PIAR models up to order 2 are considered, and seasonal intercepts are included by default.
plotpredpiar (x)
x |
Object of class 'pred.piartsm'. |
Javier Lopez-de-Lacalle javlacalle@yahoo.es.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).
pred.piartsm-class
, and predictpiar
.
## Load data and select the deterministic components. data("gergnp") lgergnp <- log(gergnp, base=exp(1)) ## Fit a PIAR(2) model with seasonal intercepts. out.pred <- predictpiar(wts=lgergnp, p=2, hpred=24) plotpredpiar(out.pred)