allts

The time series from all levels of a hierarchical/grouped time series or a
forecasted hierarchical/grouped time series are returned as a multivariate
time series.

Provides methods for analysing and forecasting hierarchical and
grouped time series. The available forecast methods include bottom-up,
top-down, optimal combination reconciliation (Hyndman et al. 2011)
<doi:10.1016/j.csda.2011.03.006>, and trace minimization reconciliation
(Wickramasuriya et al. 2018) <doi:10.1080/01621459.2018.1448825>.

Earo Wang

Hierarchical and Grouped Time Series

Rob Hyndman

Alan Lee

Shanika Wickramasuriya

allts function

<dl><dt>y</dt>
<dd>An object of class <code>gts</code>.</dd>
<dt>forecasts</dt>
<dd>If <code>y</code> contains forecasts and historical data, then
<code>forecasts</code> indicates whether to return the forecasts or the historical
data. Otherwise it is ignored.</dd></dl>

Arguments

Author

Extract all time series from a gts object — allts

<dl>

<dt>y</dt>
<dd>An object of class <code>gts</code>.</dd>


<dt>forecasts</dt>
<dd>If <code>y</code> contains forecasts and historical data, then
<code>forecasts</code> indicates whether to return the forecasts or the historical
data. Otherwise it is ignored.</dd>

</dl>

allts: Extract all time series from a gts object

Description

Usage

Arguments

Author

See Also

Examples