mvgam_forecast object descriptionA mvgam_forecast object returned by function hindcast or forecast.
Run methods(class = "mvgam_forecast") to see an overview of available methods.
Nicholas J Clark
A mvgam_forecast object contains the following elements:
call the original observation model formula
trend_call If a trend_formula was supplied, the original trend model formula is
returned. Otherwise NULL
family character description of the observation distribution
family_pars list containing draws of family-specific parameters (i.e.
shape, scale or overdispersion parameters). Only returned if type = link. Otherwise NULL
trend_model character description of the latent trend model
drift Logical specifying whether a drift term was used in the trend model
use_lv Logical flag indicating whether latent dynamic factors were used in the model
fit_engine Character describing the fit engine, either as stan or jags
type The type of predictions included (either link, response or trend)
series_names Names of the time series, taken from levels(data$series) in the original
model fit
train_observations A list of training observation vectors of length n_series
train_times A vector of the unique training times
test_observations If the forecast function was used,
a list of test observation vectors of length n_series. Otherwise NULL
test_times If the forecast function was used, a
vector of the unique validation (testing) times. Otherwise NULL
hindcasts A list of posterior hindcast distributions of length n_series.
forecasts If the forecast function was used,
a list of posterior forecast distributions of length n_series. Otherwise NULL
mvgam, hindcast.mvgam, forecast.mvgam