armapred(timeslab) | R Documentation |
Calculate Exact Predictions for an ARMA Process
armapred(x,alpha,beta,rvar,t1,t2,h1,h2)
x |
Array of length $n$ containing the realization to be used in the prediction. |
alpha |
Array containing AR coefficients $Valpha$. |
beta |
Array containing MA coefficients $Vbeta$. |
rvar |
Real scalar containing error variance $&sigma^2(>0)$. |
t1,t2 |
Integers $(1<={tt{t1}}<={tt{t2}}<= n)$ specifying the range of memories to be used. |
h1,h2 |
Integers $(1<={tt{h1}}<={tt{h2}})$ specifying the horizons to be used. |
xp |
Array of length $({tt{t2}}-{tt{t1}}+1)({tt{h2}}- {tt{h1}}+1)$ containing predictors. |
se |
Real scalar containing the prediction standard errors
for the predictors in the array {xp }. |