TimeSeriesForecast

TimeSeriesForecast[tproc, data, k] gives the k-step-ahead forecast beyond data according to the time series process tproc.

• TimeSeriesForecast[tsmod, k] gives the k-step-ahead forecast for TimeSeriesModel tsmod.

Examples

TimeSeriesForecast[ARProcess[{0.5}, 1], {1, 2, 3, 4, 5}, 3]

Please visit the official Wolfram Language Reference for more details.