Function and methods to compute component predictions for MixAR models
Usage
mix_hatk(model, x, index, xcond)
Arguments
- model
a model.
- x
time series.
- index
a vector of positive integers specifying the indices for which to
compute the residuals, has a natural default.
- xcond
-
the past values needed for the conditional distribution, a numeric
vector of length at least the maximal AR order of the components.
Author
Georgi N. Boshnakov
Methods
signature(model = "MixAR", x = "numeric", index = "numeric",
xcond = "missing")