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 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,...)
"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, ...)
level
is set to seq(51,99,by=3)
. This is suitable for fan plots.object
. This argument is only valid when object
is of class ts
.forecast.ts
passes these to forecast.ets
or stlf
depending on the frequency of the time series.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 accessors functions fitted.values
and residuals
extract various useful features of
the value returned by forecast$model
.An object of class "forecast"
is a list usually containing at least the following elements:
is a list usually containing at least the following elements:"forecast"
are
forecast.ets
, forecast.Arima
, forecast.HoltWinters
, forecast.StructTS
,
meanf
, rwf
, splinef
, thetaf
, croston
, ses
, holt
,
hw
.