forecast.ARIMA: Forecast a model from the fable package

In fable: Forecasting Models for Tidy Time Series

Forecast a model from the fable package

Description

Produces forecasts from a trained model.

Usage

## S3 method for class 'ARIMA'
forecast(
  object,
  new_data = NULL,
  specials = NULL,
  bootstrap = FALSE,
  times = 5000,
  ...
)

Arguments

object	A model for which forecasts are required.
new_data	A tsibble containing the time points and exogenous regressors to produce forecasts for.
specials	(passed by fabletools::forecast.mdl_df()).
bootstrap	If TRUE, then forecast distributions are computed using simulation with resampled errors.
times	The number of sample paths to use in estimating the forecast distribution when bootstrap = TRUE.
...	Other arguments passed to methods

Value

A list of forecasts.

Examples

USAccDeaths %>%
  as_tsibble() %>%
  model(arima = ARIMA(log(value) ~ pdq(0, 1, 1) + PDQ(0, 1, 1))) %>%
  forecast()

fable documentation built on March 31, 2023, 8:13 p.m.