Autoplot time series models (like AR, ARIMA)

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Description

Autoplot time series models (like AR, ARIMA)

Usage

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## S3 method for class 'tsmodel'
autoplot(object, data = NULL, predict = NULL,
  is.date = NULL, ts.connect = TRUE, fitted.geom = "line",
  fitted.colour = "#FF0000", fitted.size = NULL, fitted.linetype = NULL,
  fitted.alpha = NULL, fitted.fill = NULL, fitted.shape = NULL,
  predict.geom = "line", predict.colour = "#0000FF", predict.size = NULL,
  predict.linetype = NULL, predict.alpha = NULL, predict.fill = NULL,
  predict.shape = NULL, conf.int = TRUE, conf.int.colour = "#0000FF",
  conf.int.linetype = "none", conf.int.fill = "#000000",
  conf.int.alpha = 0.3, ...)

Arguments

object

Time series model instance

data

original dataset, needed for stats::ar, stats::Arima

predict

Predicted stats::ts If not provided, try to retrieve from current environment using variable name.

is.date

Logical frag indicates whether the stats::ts is date or not. If not provided, regard the input as date when the frequency is 4 or 12

ts.connect

Logical frag indicates whether connects original time-series and predicted values

fitted.geom

geometric string for fitted time-series

fitted.colour

line colour for fitted time-series

fitted.size

point size for fitted time-series

fitted.linetype

line type for fitted time-series

fitted.alpha

alpha for fitted time-series

fitted.fill

fill colour for fitted time-series

fitted.shape

point shape for fitted time-series

predict.geom

geometric string for predicted time-series

predict.colour

line colour for predicted time-series

predict.size

point size for predicted time-series

predict.linetype

line type for predicted time-series

predict.alpha

alpha for predicted time-series

predict.fill

fill colour for predicted time-series

predict.shape

point shape for predicted time-series

conf.int

Logical flag indicating whether to plot confidence intervals

conf.int.colour

line colour for confidence intervals

conf.int.linetype

line type for confidence intervals

conf.int.fill

fill colour for confidence intervals

conf.int.alpha

alpha for confidence intervals

...

Keywords passed to autoplot.ts

Value

ggplot

Examples

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d.ar <- stats::ar(AirPassengers)
autoplot(d.ar)
autoplot(d.ar, predict = predict(d.ar, n.ahead = 5))
autoplot(stats::arima(UKgas), data = UKgas)
autoplot(forecast::arfima(AirPassengers))
autoplot(forecast::nnetar(UKgas), is.date = FALSE)

d.holt <- stats::HoltWinters(USAccDeaths)
autoplot(d.holt)
autoplot(d.holt, predict = predict(d.holt, n.ahead = 5))
autoplot(d.holt, predict = predict(d.holt, n.ahead = 5, prediction.interval = TRUE))

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