tfarima (version 0.3.2)

predict.um: Forecasts from an ARIMA model

Description

predict computes point and interval predictions for a time series from models of class um.

Usage

# S3 method for um
predict(
  object,
  z = NULL,
  ori = NULL,
  n.ahead = 1,
  level = 0.95,
  i = NULL,
  envir = NULL,
  ...
)

Arguments

object

an object of class um.

z

an object of class ts.

ori

the origin of prediction. By default, it is the last observation.

n.ahead

number of steps ahead.

level

confidence level.

i

transformation of the series z to be forecasted. It is a lagpol as those of a um object.

envir

environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

...

additional arguments.

Value

An object of class "tfm".

Examples

# NOT RUN {
Z <- AirPassengers
um1 <- um(Z, i = list(1, c(1, 12)), ma = list(1, c(1, 12)), bc = TRUE)
p <- predict(um1, n.ahead = 12)
p
plot(p, n.back = 60)

# }