predict.arima.rob {robustarima} | R Documentation |
Use predict on an arima.rob Object
Description
Predicts from a fitted "arima.rob"
object.
Usage
## S3 method for class 'arima.rob'
predict(object, n.predict=1, newdata=NULL,
olddata=NULL, se.fit=FALSE, ...)
Arguments
object |
an object of class |
n.predict |
the number of predictions to be returned. |
newdata |
a data frame containing the future values of exogenous variables, if any, at which predictions are required. |
olddata |
a data frame containing the original data used to fit
|
se.fit |
logical flag: if |
... |
extra arguments passed to or from other methods. The predict method here ignore these arguments. |
Details
This function is a method for the generic function predict
for class
"arima.rob"
.
It can be invoked by calling predict
for an object of the
appropriate class,
or directly by calling predict.arima.rob
regardless of the
class of the object.
Value
a list containing the following components:
values |
the predicted values. |
std.err |
the pointwise standard errors for the predictions (if |
See Also
Examples
import.rr <- arima.rob(import ~ taxes-1, data=import.dat, p=2, d=1)
import.hat <- predict(import.rr, 5, newdata=newtaxes.dat, se=TRUE)