forecast.TSLM: 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 'TSLM'
forecast(
  object,
  new_data,
  specials = NULL,
  bootstrap = FALSE,
  approx_normal = TRUE,
  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.
approx_normal	Should the resulting forecast distributions be approximated as a Normal distribution instead of a Student's T distribution. Returning Normal distributions (the default) is a useful approximation to make it easier for using TSLM models in model combinations or reconciliation processes.
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

as_tsibble(USAccDeaths) %>%
  model(lm = TSLM(log(value) ~ trend() + season())) %>%
  forecast()

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