forecastCovCompiled {dse2} | R Documentation

## Forecast covariance for different models - internal

### Description

See forecastCov.

### Usage

        forecastCovCompiled(model, data, horizons = 1:12,
             discard.before=minimumStartupLag(model))
        ## S3 method for class 'ARMA':
        forecastCovCompiled(model, data, horizons = 1:12,
             discard.before=minimumStartupLag(model))
        ## S3 method for class 'SS':
        forecastCovCompiled(model, data, horizons = 1:12,
             discard.before=minimumStartupLag(model))
        ## S3 method for class 'innov':
        forecastCovCompiled(model, data, horizons = 1:12,
             discard.before=minimumStartupLag(model))
        ## S3 method for class 'nonInnov':
        forecastCovCompiled(model, data, horizons = 1:12,
             discard.before=minimumStartupLag(model))
         forecastCovSingle.TSmodel( model, data=NULL, horizons=1:12,
              discard.before=minimumStartupLag(model), compiled=.DSECOMPILED)

### Arguments

`obj` | TSdata or one or more TSmodels or TSestModels
`data` | an object of class TSdata.
`discard.before` | period before which forecasts should be discarded when calculating covariance.
`horizons` | horizons for which forecast covariance should be calculated.
`zero` | if TRUE the covariance is calculated for a forecast of zero.
`trend` | if TRUE the covariance is calculated for a forecast of trend.
`estimation.sample` | portion of the sample to use for calculating the trend.
`compiled` | a logical indicating if compiled code should be used. (Usually true except for debugging.)
`...` | arguments passed to other methods.

### Details

Not to be called by users. See `forecastCov`.

### Value

A list with the forecast covariance for supplied models on the given sample. This is in the element `forecastCov` of the result. Other elements contain information in the arguments.

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