estimators.horizon.forecasts
Estimate models and forecast at given horizons
Description
Estimate models and forecast at given horizons.
Usage
estimators.horizon.forecasts(data,
estimation.sample=.5, horizons=1:12,quiet=F,
estimation.methods=NULL)
Required Arguments
- data
-
A TSdata object.
- estimation.methods
-
A list of estimation methods to use. (See estimate.models.)
Optional Arguments
- estimation.sample
-
The portion of the sample to use for estimation
Optional Arguments
horizons
The horizons for which forecasts are to be produced.
OA. quiet
If true no estimation information is printed.
Value
A list of forecasts at different horizons as returned by horizon.forecasts.
Details
estimation.sample indicates the part of the data to use for estimation.
If estimation.sample is less than or equal 1.0 it is
used to indicate the portion of points to use for estimation.
Otherwise it should be an integer and is used to indicate the number
of points from the beginning of the sample to use for estimation.
See Also
Examples
z <- estimators.horizon.forecasts(data)
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