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
forecast.ts makes forecasts using
ets models (if the data are non-seasonal or the seasonal period is 12 or less) or
stlf (if the seasonal period is 13 or more).
forecast(object,...) ## S3 method for class 'ts': forecast((object, h = ifelse(frequency(object) > 1, 2 * frequency(object), 10) , level=c(80,95), fan=FALSE, robust=FALSE, lambda=NULL, find.frequency=FALSE, allow.multiplicative.trend=FALSE, ...))
- a time series or time series model for which forecasts are required
- Number of periods for forecasting
- Confidence level for prediction intervals.
- If TRUE,
levelis set to
seq(51,99,by=3). This is suitable for fan plots.
- If TRUE, the function is robust to missing values and outliers in
object. This argument is only valid when
objectis of class
- Box-Cox transformation parameter.
- If TRUE, the function determines the appropriate period, if the data is of unknown period.
- If TRUE, then ETS models with multiplicative trends are allowed. Otherwise, only additive or no trend ETS models are permitted.
- Additional arguments affecting the forecasts produced.
forecast.tspasses these to
stlfdepending on the frequency of the time series.
An object of class "
An object of class
"forecast" is a list usually containing at least the following elements:
- A list containing information about the fitted model
- The name of the forecasting method as a character string
- Point forecasts as a time series
- Lower limits for prediction intervals
- Upper limits for prediction intervals
- The confidence values associated with the prediction intervals
- The original time series (either
objectitself or the time series used to create the model stored as
- Residuals from the fitted model. For models with additive errors, the residuals will be x minus the fitted values.
- Fitted values (one-step forecasts)
Other functions which return objects of class
Documentation reproduced from package forecast, version 6.2. License: GPL (>= 2)