horizonForecastsCompiled        package:dse2        R Documentation

_C_a_l_c_u_l_a_t_e _f_o_r_e_c_a_s_t_s _a_t _s_p_e_c_i_f_i_e_d _h_o_r_i_z_o_n_s

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

     Calculate forecasts at specified horizons.

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

        horizonForecastsCompiled(obj, data, horizons=1:4,
               discard.before=minimumStartupLag(obj))
        ## S3 method for class 'SS':
        horizonForecastsCompiled(obj, data, horizons=1:4,
              discard.before=minimumStartupLag(obj))
        ## S3 method for class 'ARMA':
        horizonForecastsCompiled(obj, data, horizons=1:4,
               discard.before=minimumStartupLag(obj))

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

     obj: see horizonForecasts.

    data: see horizonForecasts.

horizons: see horizonForecasts.

discard.before: see horizonForecasts.

     ...: see horizonForecasts.

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

     Internal function not to be called by users. See horizonForecasts.

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

     See horizonForecasts.

_S_e_e _A_l_s_o:

     'horizonForecasts'

_E_x_a_m_p_l_e_s:

     if(is.R()) data("eg1.DSE.data.diff", package="dse1")
     model <- estVARXls(eg1.DSE.data.diff)
     z <-  horizonForecasts(model, eg1.DSE.data.diff)

