Compute component predictions for MixAR models

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")

See also

class "MixAR"