predictARX

response data used to fit the model.

covariate matrix used to fit the model.

regression coefficients for covariates.

prmtrX

AR coefficients for the regression errors.

prmtrAR

sigma

the number of steps ahead to predict, default = 1.

n.ahead

the new observations for the coverates <code>x</code>, default=NULL.
If there is no covariate, the value can be assigned to be <code>NULL</code>.
Otherwise, a matrix of new observations is required to compute predictions. Default=<code>NULL</code>.

newxreg

the CI.level to construct the confidence interval, default = 0.95.

CI.level

Predict a regression model with AR errors

internal

A censored time series class is designed. An estimation procedure
is implemented to estimate the Censored AutoRegressive time series with
eXogenous covariates (CARX), assuming normality of the innovations. Some other
functions that might be useful are also included.

predictARX: Predict a regression model with AR errors

Description

Usage

Arguments