forecast.varstan | R Documentation |
varstan
objects.forecast
is a generic function for forecasting from time series or
varstan
models. The function invokes particular methods which
depend on the class of the first argument.
## S3 method for class 'varstan'
forecast(
object,
h = 10,
probs = c(0.8, 0.9),
xreg = NULL,
robust = FALSE,
draws = 1000,
seed = NULL,
...
)
object |
a time series or |
h |
an integer with the number of periods for forecasting. |
probs |
a numerical vector |
xreg |
Optionally, a numerical matrix of external regressors, which must have the same number of rows as ts. It should not be a data frame. |
robust |
a boolean for obtain the robust estimation. The default |
draws |
an integer indicating the number of draws to return. The default number of draws is 1000. |
seed |
An optional |
... |
Further arguments passed to |
If model = NULL
,the function forecast.ts
makes forecasts
using ets
models (if the data are non-seasonal or the seasonal
period is 12 or less).
If model
is not NULL
, forecast.ts
will apply the
model
to the object
time series, and then generate forecasts
accordingly.
An object of class "forecast
".
The function summary
is used to obtain and print a summary of the
results, while the function plot
produces a plot of the forecasts and
prediction intervals.
The generic accessors functions fitted.values
and residuals
extract various useful features of the value returned by
forecast$model
.
An object of class "forecast"
is a list usually containing at least
the following elements:
model |
A list containing information about the fitted model |
method |
The name of the forecasting method as a character string |
mean |
Point forecasts as a time series |
lower |
Lower limits for prediction intervals |
upper |
Upper limits for prediction intervals |
level |
The confidence values associated with the prediction intervals |
x |
The original time series
(either |
residuals |
Residuals from the fitted model. For models with additive errors, the residuals will be x minus the fitted values. |
fitted |
Fitted values (one-step forecasts) |
Asael Alonzo Matamoros.
The "forecast"
methods of the forecast package.
fit = auto.sarima(ts = birth,iter = 500,chains = 1)
fc = forecast(fit,h = 12)
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