WARp_forecast_tangent {WRI} | R Documentation |
Forecast using WAR(p) models
Description
This is a simplified function that produces the one-step ahead forecasts from WAR(p) models in the tangent space
Usage
WARp_forecast_tangent(p, acvfs)
Arguments
p |
A positive integer, the order of the WAR(p) model. |
acvfs |
A list that is the output of |
Value
A numeric vector, the one-step ahead forecast produced by the WAR(p) model in the tangent space.
References
Wasserstein Autoregressive Models for Density Time Series, Chao Zhang, Piotr Kokoszka, Alexander Petersen, 2022
[Package WRI version 0.2.0 Index]