https://github.com/cran/dse
Raw File
Tip revision: 83dd780387085f7dae6366d8ad7562f0420a9d95 authored by Paul Gilbert on 17 November 2011, 00:00:00 UTC
version 2011.11-2
Tip revision: 83dd780
featherForecasts.Rd
\name{featherForecasts}
\alias{featherForecasts}
\alias{featherForecasts.TSdata}
\alias{featherForecasts.TSmodel}
\alias{featherForecasts.TSestModel}
\alias{is.featherForecasts}

\title{Multiple Horizon-Step Ahead Forecasts}
\description{Calculate multiple horizon-step ahead forecasts.}
\usage{
    featherForecasts(obj, ...)
    \method{featherForecasts}{TSestModel}(obj, data=NULL, ...)
    \method{featherForecasts}{TSdata}(obj, model, ...)
    \method{featherForecasts}{TSmodel}(obj, data, horizon=36,
             from.periods =NULL, ...)
    is.featherForecasts(obj)
}
\arguments{
    \item{obj}{an object of class TSmodel.}
    \item{data}{an object of class TSdata.}
    \item{model}{an object of class TSmodel.}
    \item{from.periods}{the starting points to use for forecasts.}
    \item{horizon}{the number of periods to forecast.}
    \item{...}{for a TSmodel additional arguments are passed to \code{l()}}
}
\value{
The result is a list of class featherForecasts with elements \code{model} (a 
TSestModel), \code{data}, \code{from.periods}, \code{featherForecasts}.
The element \code{featherForecasts} is a list with length(from.periods) elements, each of which
is a tframed matrix.
There is a plot method for this class.
}
\details{
Calculate multiple horizon-step ahead forecasts 
ie. use the samples indicated by from.periods to calculate forecasts for 
horizon periods.
Thus, for example, the result of
featherForecasts(model, data, from.periods=c(200,250,300))
would be forecasts for 1 through 36 steps ahead (the default),
starting at the 200th,250th, and 300th point of outputData(data).
This function assumes that inputData(data) (the exogenous 
variable) is as long as necessary for the most future forecast.
}
\seealso{
\code{\link{forecast}},
\code{\link{horizonForecasts}}
}
\examples{
data("egJofF.1dec93.data", package="dse")
model <- estVARXls(egJofF.1dec93.data)
pr <- featherForecasts(model, egJofF.1dec93.data)
tfplot(pr)
}
\concept{DSE}
\keyword{ts}

back to top