Description Usage Arguments Value Note Author(s) See Also Examples

Function using the Theta method with Temporal Hierarchies.

1 | ```
theta.thief(y,h=NULL,...)
``` |

`y` |
Input time series. Can be ts object. |

`h` |
Forecast horizon. If NULL then h is set to match frequency of time series. |

`...` |
Additional arguments passed to |

An object of class "`forecast`

".
The function `plot`

produces a plot of the forecasts.
It has a list containing the following elements:

`method` |
The name of the forecasting method as a character string |

`mean` |
Point forecasts as a time series |

`frc.theta0` |
Point forecasts for Theta0 line. |

`frc.theta2` |
Point forecasts for Theta2 line. |

`frc.season` |
Point forecasts for seasonal profile. |

`x` |
The original time series used to fit the method. |

`fitted` |
Fitted values. |

`residuals` |
Residuals. |

This function is created to work with Temporal Hierarchies (thief package). For conventional Theta method use `theta`

.

Nikolaos Kourentzes, [email protected]

1 2 3 4 5 | ```
## **Not run:**
library(thief)
frc <- thief(referrals,forecastfunction=theta.thief)
plot(frc)
## End(**Not run**)
``` |

trnnick/TStools documentation built on Oct. 30, 2018, 9:26 p.m.

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