Predicted values based on ptsr object.
# S3 method for ptsr
predict(object, newdata, nnew = 0, ...)Object of class inheriting from "ptsr"
A matrix with new values for the regressors. If omitted
and "xreg" is present in the model, the fitted values are returned.
If the model does not include regressors, the functions will use
the value of nnew.
number of out-of-sample forecasts required. If newdata is
provided, nnew is ignored.
further arguments passed to or from other methods.
A list with the following arguments
The original time series yt.
The original regressors (if any).
The in-sample forecast given by \(\mu_t\).
In-sample values of \(g(\mu[t])\).
The error term
The (in-sample) residuals, that is, the observed minus the predicted values.
The predicted values for yt.
predict.ptsr produces predicted values, obtained by evaluating
the regression function in the frame newdata.
If newdata is omitted the predictions are based on the data
used for the fit.
For now, prediction intervals are not provided.