forecast.mlm | R Documentation |
forecast.mlm
is used to predict multiple linear models, especially
those involving trend and seasonality components.
## S3 method for class 'mlm'
forecast(
object,
newdata,
h = 10,
level = c(80, 95),
fan = FALSE,
lambda = object$lambda,
biasadj = NULL,
ts = TRUE,
...
)
object |
Object of class "mlm", usually the result of a call to
|
newdata |
An optional data frame in which to look for variables with
which to predict. If omitted, it is assumed that the only variables are
trend and season, and |
h |
Number of periods for forecasting. Ignored if |
level |
Confidence level for prediction intervals. |
fan |
If |
lambda |
Box-Cox transformation parameter. If |
biasadj |
Use adjusted back-transformed mean for Box-Cox 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. |
ts |
If |
... |
Other arguments passed to |
forecast.mlm
is largely a wrapper for
forecast.lm()
except that it allows forecasts to be
generated on multiple series. Also, the output is reformatted into a
mforecast
object.
An object of class "mforecast
".
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 accessor functions fitted.values
and residuals
extract useful features of the value returned by forecast.lm
.
An object of class "mforecast"
is a list 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 multivariate time series |
lower |
Lower limits for prediction intervals of each series |
upper |
Upper limits for prediction intervals of each series |
level |
The confidence values associated with the prediction intervals |
x |
The historical data for the response variable. |
residuals |
Residuals from the fitted model. That is x minus fitted values. |
fitted |
Fitted values |
Mitchell O'Hara-Wild
tslm
, forecast.lm
,
lm
.
lungDeaths <- cbind(mdeaths, fdeaths)
fit <- tslm(lungDeaths ~ trend + season)
fcast <- forecast(fit, h=10)
carPower <- as.matrix(mtcars[,c("qsec","hp")])
carmpg <- mtcars[,"mpg"]
fit <- lm(carPower ~ carmpg)
fcast <- forecast(fit, newdata=data.frame(carmpg=30))
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