forecastCovCompiled           package:dse2           R Documentation

_F_o_r_e_c_a_s_t _c_o_v_a_r_i_a_n_c_e _f_o_r _d_i_f_f_e_r_e_n_t _m_o_d_e_l_s - _i_n_t_e_r_n_a_l

_D_e_s_c_r_i_p_t_i_o_n:

     See forecastCov.

_U_s_a_g_e:

         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)

_A_r_g_u_m_e_n_t_s:

     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.

_D_e_t_a_i_l_s:

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

_V_a_l_u_e:

     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.

