The forecast function predicts future values of a "garma_model" object, and is exactly the same as the "predict" function with slightly different parameter values.
Usage
# S3 method for garma_model
forecast(object, h = 1, ...)
Arguments
object
(garma_model) The garma_model from which to forecast the values.
h
(int) The number of time periods to predict ahead. Default: 1
...
Other parameters passed to the forecast function. For "garma_model" objects, these are ignored.
Value
- a "ts" object containing the requested forecasts.
# NOT RUN {library(forecast)
data(AirPassengers)
ap <- as.numeric(diff(AirPassengers,12))
mdl <- garma(ap,order=c(9,1,0),k=0,method='CSS',include.mean=FALSE)
forecast(mdl, h=12)
# }