forecast.Arima {forecast} | R Documentation |
Returns forecasts and other information for univariate ARIMA models.
## S3 method for class 'Arima': forecast(object, h=ifelse(object$arma[5]>1,2*object$arma[5],10), level=c(80,95), fan=FALSE, xreg=NULL,...) ## S3 method for class 'ar': forecast(object, h=10, level=c(80,95), fan=FALSE, ...)
object |
An object of class "Arima " or "ar ". Usually the result of a call to arima or ar . |
h |
Number of periods for forecasting. If xreg is used, h is ignored and the number of forecast periods is set to the number of rows of xreg. |
level |
Confidence level for prediction intervals. |
fan |
If TRUE, level is set to seq(50,99,by=1). This is suitable for fan plots. |
xreg |
Future values of an regression variables (for class Arima objects only). |
... |
Other arguments. |
This function calls predict.arima
or predict.ar
and constructs an object of class
"forecast
" from the results.
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 accessor functions fitted.values
and residuals
extract useful features of
the value returned by forecast.Arima
.
An object of class "forecast
" 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 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 object itself or the time series used to create the model stored as object ). |
residuals |
Residuals from the fitted model. That is x minus fitted values. |
fitted |
Fitted values (one-step forecasts) |
Rob J Hyndman
predict.arima
, predict.ar
, rwf
, arima
.
fit <- Arima(WWWusage,c(3,1,0)) plot(forecast(fit))