pred.piartsm {partsm}R Documentation

pred.piartsm Class

Description

This class contains the information provided by predictpiar.

Slots

wts:
Object of class "wts": The observed time series.
hpred:
Object of class "numeric": The number of forecasts.
p:
Object of class "numeric": The lag order parameter of the PIAR model.
fcast:
Object of class "ts": The out-of-sample forescasts.
fse:
Object of class "ts": The forecast standard errors.
ucb:
Object of class "ts": The upper 95 per cent confidence bound.
lcb:
Object of class "ts": The lower 95 per cent confidence bound.

Methods

show:
Shows out-of-sample forecasts and the corresponding standard errors, as well as the 95 per cent confidence intervals.

Author(s)

Javier Lopez-de-Lacalle javlacalle@yahoo.es.

References

P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).

See Also

predictpiar.


[Package partsm version 1.0-2 Index]