feather.forecasts {dse2}R Documentation

Multiple Horizon-Step Ahead Forecasts

Description

Calculate multiple horizon-step ahead forecasts.

Usage

    feather.forecasts(obj, ...)
    feather.forecasts(obj, data=NULL, ...)
    feather.forecasts(obj, model, ...)
    feather.forecasts(obj, data, horizon=36,
             from.periods =NULL, ...)
    is.feather.forecasts(obj)

Arguments

model An object of class TSmodel.
data An object of class TSdata.
from.periods. The starting points to use for forecasts
horizon The number of periods to forecast.
... For a TSmodel additional arguments are passed to l()

Details

Calculate multiple horizon-step ahead forecasts ie. use the samples indicated by from.periods to calculate forecasts for horizon periods. Thus, for example, the result of feather.forecasts(model, data, from.periods=c(200,250,300)) would be forecasts for 1 through 36 steps ahead (the default), starting at the 200th,250th, and 300th point of output.data(data). This function assumes that input.data(data) (the exogenous variable) is as long as necessary for the most future forecast.

Value

The result is a list of class feather.forecasts with elements model (a TSestModel), data, from.periods, feather.forecasts. The element feather.forecasts is a list with length(from.periods) elements, each of which is a tframed matrix. There is a plot method for this class.

See Also

forecast, horizon.forecasts

Examples

if(is.R()) data("egJofF.1dec93.data", package="dse1")
model <- est.VARX.ls(egJofF.1dec93.data)
pr <- feather.forecasts(model, egJofF.1dec93.data)
tfplot(pr)