predict.gmwm

object

The data SAME EXACT DATA used in the GMWM estimation

data.in.gmwm

Number of observations to forecast

n.ahead

Additional parameters passed to ARIMA Predict

Creates a prediction using the estimated values of GMWM through the
ARIMA function within R.

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

James Balamuta

Roberto Molinari

Justin Lee

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

predict.gmwm function

Predict future points in the time series using the solution of the
Generalized Method of Wavelet Moments — predict.gmwm

Predict future points in the time series using the solution of the
Generalized Method of Wavelet Moments

predict.gmwm: Predict future points in the time series using the solution of the Generalized Method of Wavelet Moments

Description

Usage

Arguments

Value