HARmodel
Predict method for objects of type HARmodel
# S3 method for HARmodel
predict(object, ...)
an object of class HARmodel
extra arguments. See details
The print method has the following optional parameters:
newdata
new data to use for forecasting
warnings
A logical denoting whether to display warnings, detault is TRUE
backtransform
A string. If the model is estimated with transformation this parameter can be set to transform the prediction back into variance
The possible values are "simple"
which means inverse of transformation, i.e. exp
when log-transformation is applied. If using log transformation,
the option "parametric"
can also be used to transform back. The parametric method adds a correction that stems from using the log-transformation