seaspred(timeslab)R Documentation

Calculate Box-Jenkins Forecasts

Description

Calculate Box-Jenkins Forecasts

Usage

seaspred(x,ords,coeffs,lags,rvar,tf,tl,hl,conf)

Arguments

x Array of length $n$ containing the data.
ords An array of length 8 containing the full and subset AR orders, followed by the full and subset MA orders, followed by a 1 if a constant term is in the model or a 0 if it is not, followed by the number of first differences in the model, the number of $S$th differences in the model, and finally the value of $S$.
coeffs Values for full AR, subset AR, full MA and subset MA coefficients, followed by the constant if there is one and the values of $m$ and $&lambda$ for the power transform.
lags Array containing the lags (if any) in the model. If both the subset AR and MA orders are zero, no array called {lags} need be formed, but an argument must be included.
rvar Real scalar containing the value of noise variance.
tf,tl Integers containing the prediction origins to use. The values must be at least ${rm{maxp}}+{rm{maxq}}+1$ (maxp and maxq are the largest AR and MA lags in the expanded version of the model) and at most $n$, and {tf} must be less than or equal to {tl}.
hl Integer containing the maximum number of steps ahead to forecast from each origin.
conf Real scalar containing the confidence level for the probability limits to be placed on the forecasts $(0<{tt{conf}}<1)$.

Value

seaspred returns a list containing the following six items:
xp Array of length $({tt{tl}}-{tt{tf}}+1){tt{hl}}$ containing the forecasts. The first {hl} elements are from origin {tt{tf}}, the next {hl} are from origin {tf+1}, etc.
xpl Array containing the lower probability limits on the corresponding elements of {xp}.
xpu Array containing the upper probability limits on the corresponding elements of {xp}.
ier Integer variable indicating whether {SEASPRED} finished without error (0), or an illegal power transform was requested (1).
check ?*?*?*?*?*?.
xx ?*?*?*?*?*?.


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