Description Usage Arguments Details Value Author(s) See Also Examples
forecast
is a generic function for forecasting from time series or
time series models. The function invokes particular methods which
depend on the class of the first argument.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19  forecast(object, ...)
## Default S3 method:
forecast(object, ...)
## S3 method for class 'ts'
forecast(
object,
h = ifelse(frequency(object) > 1, 2 * frequency(object), 10),
level = c(80, 95),
fan = FALSE,
robust = FALSE,
lambda = NULL,
biasadj = FALSE,
find.frequency = FALSE,
allow.multiplicative.trend = FALSE,
model = NULL,
...
)

object 
a time series or time series model for which forecasts are required 
... 
Additional arguments affecting the forecasts produced. If

h 
Number of periods for forecasting 
level 
Confidence level for prediction intervals. 
fan 
If TRUE, 
robust 
If TRUE, the function is robust to missing values and outliers
in 
lambda 
BoxCox transformation parameter. If 
biasadj 
Use adjusted backtransformed mean for BoxCox transformations. If transformed data is used to produce forecasts and fitted values, a regular back transformation will result in median forecasts. If biasadj is TRUE, an adjustment will be made to produce mean forecasts and fitted values. 
find.frequency 
If TRUE, the function determines the appropriate period, if the data is of unknown period. 
allow.multiplicative.trend 
If TRUE, then ETS models with multiplicative trends are allowed. Otherwise, only additive or no trend ETS models are permitted. 
model 
An object describing a time series model; e.g., one of of class

For example, the function forecast.Arima
makes forecasts based
on the results produced by arima
.
If model=NULL
,the function forecast.ts
makes forecasts
using ets
models (if the data are nonseasonal or the seasonal
period is 12 or less) or stlf
(if the seasonal period is 13 or
more).
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 (onestep forecasts) 
Rob J Hyndman
Other functions which return objects of class "forecast"
are
forecast.ets
, forecast.Arima
,
forecast.HoltWinters
, forecast.StructTS
,
meanf
, rwf
, splinef
,
thetaf
, croston
, ses
,
holt
, hw
.
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