seaspred(timeslab) | R Documentation |
Calculate Box-Jenkins Forecasts
seaspred(x,ords,coeffs,lags,rvar,tf,tl,hl,conf)
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 $(0<{tt{conf}}<1)$. |
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 |
?*?*?*?*?*?. |