Usage
"forecast"(object, h=ifelse(object$m>1, 2*object$m, 10), level=c(80,95), fan=FALSE, simulate=FALSE, bootstrap=FALSE, npaths=5000, PI=TRUE, lambda=object$lambda, biasadj=FALSE, ...)
Arguments
object
An object of class "ets
". Usually the result of a call to ets
. h
Number of periods for forecasting
level
Confidence level for prediction intervals.
fan
If TRUE, level is set to seq(51,99,by=3). This is suitable for fan plots.
simulate
If TRUE, prediction intervals produced by simulation rather than using analytic formulae.
bootstrap
If TRUE, and if simulate=TRUE
, then simulation uses resampled errors rather than normally distributed
errors.
npaths
Number of sample paths used in computing simulated prediction intervals.
PI
If TRUE, prediction intervals are produced, otherwise only point forecasts are calculated. If PI
is FALSE, then level
, fan
, simulate
, bootstrap
and npaths
are all ignored.
lambda
Box-Cox transformation parameter. Ignored if NULL. Otherwise, forecasts back-transformed via an inverse Box-Cox transformation.
biasadj
Use adjusted back-transformed mean for Box-Cox transformations. If TRUE, point forecasts and fitted values are mean forecast. Otherwise, these points can be considered the median of the forecast densities.