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Forecasts with TRAMO

Source: R/tramoseats.R
tramo_forecast.Rd

Forecasts with TRAMO

Usage

tramo_forecast(
  ts,
  spec = c("trfull", "tr0", "tr1", "tr2", "tr3", "tr4", "tr5"),
  nf = -1,
  context = NULL
)

Arguments

ts

a univariate time series.

spec

the model specification. Can be either the name of a predefined specification or a user-defined specification.

nf

the forecasting horizon (numeric). The forecast length is in periods (positive values) or years (negative values). By default, the program generates a one-year forecast (nf = -1).

context

the dictionary of variables.

Value

a mts object with 7 variables:

  • forecast the forecast of the actual data at the end of the series.

  • error standard deviation of the forecast.

  • fraw the forecast of the transformed series.

  • efraw the standard deviation of the forecast of the transformed series.

Examples

if (FALSE) { # current_java_version >= minimal_java_version
# \donttest{
tramo_forecast(rjd3toolkit::ABS$X0.2.09.10.M)
# }
}