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Linear estimate of future process

OLS based point and interval forecasts of the one-dimensional time series
(1074 downloads for this version - 1074 downloads for all versions)
Lukas Malec
Lukas Malec
Supported Scilab Version
Creation Date
December 23, 2015
            function [int,point,b,det,corr] = linforc(t,y,timef,sig)

// Linear estimate of future process

// t ... individual times as independent variable x - column vector
// y ... values in column
// timef ... forecasting times in column
// sig ... significance level of interval estimates (default 0.05)

// corr ... value of correlation coefficient
// det ... coefficient of determination
// b ... estimates of regression parameters [b0 b1]
// point ... point estimates of future process in timef
// int ... interval estimates [lower upper]

// Authors: Lukáš Malec and Hana Tvrdíková
// Date: $2015-12-17$            
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