Forecast From ARIMA Fits
Description
Forecasts from models fitted by arima
or estimate
function.
Usage
1 
Arguments
object 
the result of an 
lead 
the number of steps ahead for which prediction is required. The default is

id 
the id of the observation which is the time. The default is 
alpha 
the significant level for constructing the confidence interval of prediction.
The default is 
output 
a logical value indicating to print the results in R console.
The default is 
Details
This function is originally from predict.Arima
in stats
package,
but has a nice output
including 100*(1  α)% confidence interval and a prediction plot. It is
similar to FORECAST statement in PROC ARIMA of SAS.
Value
A matrix with lead
rows and five columns. Each column represents the number
of steps ahead (Lead
), the predicted values (Forecast
), the standard errors
(S.E
) and the 100*(1  α)% lower bound (Lower
) and upper bound
(Upper
) of confidence interval.
Author(s)
Debin Qiu
See Also
predict.Arima
Examples
1 2 3 4 5 6 7 