

seaspred(timeslab)                           R Documentation

_C_a_l_c_u_l_a_t_e _B_o_x_-_J_e_n_k_i_n_s _F_o_r_e_c_a_s_t_s

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

     Calculate Box-Jenkins Forecasts

_U_s_a_g_e_:

     seaspred(x,ords,coeffs,lags,rvar,tf,tl,hl,conf)

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

       x: Array of length $n$ containing the data.

    ords: An array of length 8 containing the full and sub-
          set 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 num-
          ber 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 argu-
          ment must be included.

    rvar: Real scalar containing the value of noise vari-
          ance.

   tf,tl: Integers contma{imnaixnqg}}t+h1e$ p(rmeadxipctainodnmoarxiqgianrse ttoheuse.
          Them{vmaalxupe}s}+m{ust be at least
          ${
          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 fore-
          casts $(0<{t{conf}}<1)$.

_V_a_l_u_e_:

seaspred: returns a list containing the following six items:

      xp: Array of length $({t{tl}}-{t{tf}}+1){t{hl}}$ con-
          taining the forecasts.  The first {`hl'} elements
          are from origin {t{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: ?*?*?*?*?*?.

