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This function predicts the next ahead states and data points based on an fHMM_model object.

Usage

# S3 method for fHMM_model
predict(object, ahead = 5, alpha = 0.05, ...)

Arguments

object

An object of class fHMM_model.

ahead

A positive integer, the forecast horizon.

alpha

The alpha level for the confidence interval, a numeric between 0 and 1. Per default, alpha = 0.05, which computes a 95% confidence interval.

...

Ignored.

Value

An data frame of state probabilities and data point estimates along with confidence intervals.

Examples

data("dax_model_3t")
predict(dax_model_3t)
#>   state_1 state_2 state_3       lb estimate      ub
#> 1 0.02170 0.97315 0.00515 -0.02190 -0.00023 0.02145
#> 2 0.04225 0.94769 0.01006 -0.02179 -0.00020 0.02138
#> 3 0.06170 0.92354 0.01477 -0.02168 -0.00018 0.02132
#> 4 0.08011 0.90063 0.01926 -0.02158 -0.00016 0.02126
#> 5 0.09754 0.87890 0.02356 -0.02148 -0.00014 0.02121