test_forecast: Visualize of the Fitted and the Forecasted vs the Actual...

In TSstudio: Functions for Time Series Analysis and Forecasting

Visualize of the Fitted and the Forecasted vs the Actual Values

Description

Visualize the fitted values of the training set and the forecast values of the testing set against the actual values of the series

Usage

test_forecast(actual, forecast.obj, train = NULL, test, Ygrid = FALSE,
  Xgrid = FALSE, hover = TRUE)

Arguments

actual	The full time series object (supports "ts", "zoo" and "xts" formats)
forecast.obj	The forecast output of the training set with horizon align to the length of the testing (support forecasted objects from the “forecast” package)
train	Training partition, a subset of the first n observation in the series (not requiredthed)
test	The testing (hold-out) partition
Ygrid	Logic,show the Y axis grid if set to TRUE
Xgrid	Logic,show the X axis grid if set to TRUE
hover	If TRUE add tooltip with information about the model accuracy

Examples

## Not run: 
library(forecast)
data(USgas)

# Set the horizon of the forecast
h <- 12

# split to training/testing partition
split_ts <- ts_split(USgas, sample.out  = h)
train <- split_ts$train
test <- split_ts$test

# Create forecast object
fc <- forecast(auto.arima(train, lambda = BoxCox.lambda(train)), h = h)

# Plot the fitted and forecasted vs the actual values
test_forecast(actual = USgas, forecast.obj = fc, test = test)

## End(Not run)

TSstudio documentation built on Aug. 9, 2023, 9:06 a.m.