daltoolbox (version 1.1.727)

plot_ts_pred: Plot a time series chart with predictions

Description

This function plots a time series chart with three lines: the original series, the adjusted series, and the predicted series using ggplot2.

Usage

plot_ts_pred(
  x = NULL,
  y,
  yadj,
  ypred = NULL,
  label_x = "",
  label_y = "",
  color = "black",
  color_adjust = "blue",
  color_prediction = "green"
)

Value

returns a ggplot graphic

Arguments

x

time index

y

time series

yadj

adjustment of time series

ypred

prediction of the time series

label_x

x-axis title

label_y

y-axis title

color

color for the time series

color_adjust

color for the adjusted values

color_prediction

color for the predictions

Examples

data(sin_data)
ts <- ts_data(sin_data$y, 0)
ts_head(ts, 3)


samp <- ts_sample(ts, test_size= 5)
io_train <- ts_projection(samp$train)
io_test <- ts_projection(samp$test)

model <- ts_arima()
model <- fit(model, x=io_train$input, y=io_train$output)
adjust <- predict(model, io_train$input)

prediction <- predict(model, x=io_test$input, steps_ahead=5)
prediction <- as.vector(prediction)

yvalues <- c(io_train$output, io_test$output)
grf <- plot_ts_pred(y=yvalues, yadj=adjust, ypre=prediction)
plot(grf)