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tsDyn (version 11.0.4.1)

oneStep: oneStep

Description

Doing one step forward within a NLAR model

Usage

oneStep(object, newdata, ...)

Value

Computed value(s)

Arguments

object

fitted ‘nlar’ object

newdata

data from which to step forward

...

further arguments to be passed to and from other methods

Author

Antonio, Fabio Di Narzo

Details

If in object is encapsulated the NLAR map, say, F(X[t], X[t-d], ..., X[t-(m-1)d]), this function should return the value of F (with already fitted parameters) applied to given new data, which can be a single vector of length m or a matrix with m columns.