forecast.VAR: Forecast a model from the fable package

View source: R/var.R

forecast.VARR Documentation

Forecast a model from the fable package

Description

Produces forecasts from a trained model.

Usage

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

Arguments

object

The time series model used to produce the forecasts

new_data

A tsibble containing future information used to forecast.

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.

...

Additional arguments for forecast model methods.

Value

A list of forecasts.

Examples

lung_deaths <- cbind(mdeaths, fdeaths) %>%
  as_tsibble(pivot_longer = FALSE)

lung_deaths %>%
  model(VAR(vars(mdeaths, fdeaths) ~ AR(3))) %>%
  forecast()

fable documentation built on Sept. 2, 2022, 1:07 a.m.