Function used internally to compute forecasts

Function used internally to compute forecasts.

Usage

sarima.f(past = numeric(length(ar)), n = max(2 * length(past), 12),
         ar = numeric(0), ma = numeric(0), intercept = 0,
         pasteps = numeric(length(ma)), trend = numeric(n))

Arguments

past: past values of the time series.
n: number of forecasts to generate.
ar: ar coefficients.
ma: ma coefficients.
intercept: intercept.
pasteps: past values of the innovations.
trend: trend.

Details

Computes predictions using the specified parameters and past values. ar and ma are the coefficients of the fully expanded polynomials of a SARIMA mmodel.

Value

numeric vector

Author

Georgi N. Boshnakov