arar

Provides functions for modeling and forecasting time series data. Forecasting is based on the innovations algorithm. A description of the innovations algorithm can be found in the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis. <http://www.springer.com/us/book/9781475777505>.

George Weigt

itsmr

Time Series Analysis Using the Innovations Algorithm

arar function

<dl><dt>y</dt>
<dd>Time series data</dd><dt>h</dt>
<dd>Steps ahead</dd><dt>opt</dt>
<dd>Display option (0 silent, 1 tabulate, 2 plot and tabulate)</dd></dl>

Arguments

Forecast using ARAR algorithm — arar

<dl>

<dt>y</dt>
<dd>Time series data</dd>

<dt>h</dt>
<dd>Steps ahead</dd>

<dt>opt</dt>
<dd>Display option (0 silent, 1 tabulate, 2 plot and tabulate)</dd>

</dl>

arar: Forecast using ARAR algorithm

Description

Usage

Value

Arguments

See Also

Examples