Description Usage Arguments Value
Performs time-series only forecasting using naive, average, and ARIMA models for each group in a grouped data frame of time-series.
1 2 | get_ts_forecasts(grouped_tsdata, timecol, responsecol, exogcols, lag = 1,
pred_int_levels = c(80, 95))
|
grouped_tsdata |
data.frame is a grouped data frame where the group indicates how to split the data frame for running time-series models on each group |
timecol |
str name of the column that includes the time variable |
responsecol |
str name of the column that includes the response variable |
lag |
numeric how many time-steps to forecast and also how many time-steps in the current time-series to ignore when fitting. |
data.frame
TODO: separate time-steps to hold out from fitting from time-steps to forecast, since when not hindcasting these may be different
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