GNAR (version 1.0)

predict.GNARfit: Prediction of a GNARfit object

Description

Predicts future observations from a GNARfit object, based on the fitted GNAR model.

Usage

# S3 method for GNARfit
predict(object, n.ahead=1, ...)

Arguments

object

the output of a GNARfit call

n.ahead

the time length of the predictions

...

further arguments passed to the simulate.GNARfit function, such as seed

Value

A multivariate time series of dimension n.ahead x nnodes.

Details

S3 method for class "GNARfit". This function calls simulate.GNARfit.

Examples

# NOT RUN {
#simulate 5 future observations from fiveVTS
predict(GNARfit(), n.ahead=5)
# }