forecast {forecast} | R Documentation |
forecast
is a generic function for forecasting from time series or time series models.
The function invokes particular methods which depend on the class of the first argument.
For example, the function forecast.Arima
makes forecasts based on the results produced by arima
.
The function forecast.ts
makes forecasts using exponential smoothing state space models.
forecast(object,...) ## S3 method for class 'ts': forecast(object, h, level=c(80,95), fan=FALSE, ...)
object |
a time series or time series model for which forecasts are required |
h |
Number of periods for forecasting |
level |
Confidence level for prediction intervals. |
fan |
If TRUE, level is set to seq(50,99,by=1). This is suitable for fan plots. |
... |
Additional arguments affecting the forecasts produced. forecast.ts passes these to forecast.ets |
The default behaviour is to use a model estimated using ets
.
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 various useful features of
the value returned by forecast$model
.
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
Other functions which return objects of class "forecast"
are
forecast.ets
, forecast.Arima
, forecast.HoltWinters
, forecast.StructTS
,
meanf
, rwf
, splinef
, thetaf
, croston
, ses
, holt
,
hw
.