# forecast: Perform SSA forecasting of series In Rssa: A Collection of Methods for Singular Spectrum Analysis

## Description

All-in-one function to perform SSA forecasting of one-dimensional series.

## Usage

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35``` ```## S3 method for class '1d.ssa' forecast(object, groups, len = 1, method = c("recurrent", "vector", "bootstrap-recurrent", "bootstrap-vector"), ..., drop = TRUE, drop.attributes = FALSE, cache = TRUE) ## S3 method for class 'toeplitz.ssa' forecast(object, groups, len = 1, method = c("recurrent", "vector", "bootstrap-recurrent", "bootstrap-vector"), ..., drop = TRUE, drop.attributes = FALSE, cache = TRUE) ## S3 method for class '1d.ssa' predict(object, groups, len = 1, method = c("recurrent", "vector", "bootstrap-recurrent", "bootstrap-vector"), ..., drop = TRUE, drop.attributes = FALSE, cache = TRUE) ## S3 method for class 'toeplitz.ssa' predict(object, groups, len = 1, method = c("recurrent", "vector", "bootstrap-recurrent", "bootstrap-vector"), ..., drop = TRUE, drop.attributes = FALSE, cache = TRUE) ## S3 method for class 'mssa' predict(object, groups, len = 1, method = c("recurrent-column", "recurrent-row", "vector-column", "vector-row"), ..., drop = TRUE, drop.attributes = FALSE, cache = TRUE) ```

## Arguments

 `object` SSA object holding the decomposition `groups` list, the grouping of eigentriples to be used in the forecast `len` the desired length of the forecasted series `method` method of forecasting to be used. The confidence bounds are available only for bootstrap-based methods `...` further arguments passed for forecast routines (e.g. `level` argument to `bforecast`) `drop` logical, if 'TRUE' then the result is coerced to series itself, when possible (length of 'groups' is one) `drop.attributes` logical, if 'TRUE' then the forecast routines do not try to infer the time index arguments for the forecasted series. `cache` logical, if 'TRUE' then intermediate results will be cached in the SSA object.

## Details

This function is a convenient wrapper over other forecast routines (see 'See Also') turning their value into object of type 'forecast' which can be used with the routines from forecast package.

## Value

object of class 'forecast' for `forecast` function call, predicted series for `predict` call.

`Rssa` for an overview of the package, as well as, `rforecast`, `vforecast`, `bforecast`, `forecast (package)`
 ``` 1 2 3 4 5 6 7 8 9 10``` ```s <- ssa(co2) # Calculate 24-point forecast using first 6 components as a base f <- forecast(s, groups = list(1:6), method = "bootstrap-recurrent", len = 24, R = 10) # Plot the result including the last 24 points of the series plot(f, include = 24, shadecols = "green", type = "l") # Use of predict() for prediction p <- predict(s, groups = list(1:6), method = "recurrent", len = 24) # Simple plotting plot(p, ylab = "Forecasteed Values") ```