Forecast for dlm and dlmFiltered objects

Forecast for dlm and dlmFiltered objects

dlmxForecast(object, nAhead = 1, offset = 0)

# S3 method for dlm
dlmxForecast(object, nAhead = 1, offset = 0)

# S3 method for dlmFiltered
dlmxForecast(object, nAhead = 1, offset = 0)

Arguments

object

dlm or dlmFiltered objects
nAhead

Number of steps ahead
offset

Where to start from

Value

A list with a, R, f, Q and other values

Author

Søren Højsgaard