forecast.lm
is used to predict linear models, especially those involving trend and seasonality components.## S3 method for class 'lm':
forecast(object, newdata, h=10, level=c(80,95), fan=FALSE,
lambda=object$lambda, ts=TRUE, ...)
h
forecasts are produced.TRUE
, level is set to seq(50,99,by=1). This is suitable for fan plots.newdata
present.NULL
. Otherwise, forecasts back-transformed via an inverse Box-Cox transformation.TRUE
, the forecasts will be treated as time series provided the original data is a time series; the newdata
will be interpreted as related to the subsequent time periods. If FALSE
, any time series attributes of thpredict.lm()
.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 accessor functions fitted.values
and residuals
extract useful features of
the value returned by forecast.lm
.
An object of class "forecast"
is a list containing at least the following elements:
forecast.lm
is largely a wrapper for predict.lm()
except that it allows variables "trend" and "season" which are created on the fly from the time series characteristics of the data. Also, the output is reformatted into a forecast
object.tslm
, lm
.y <- ts(rnorm(120,0,3) + 1:120 + 20*sin(2*pi*(1:120)/12), frequency=12)
fit <- tslm(y ~ trend + season)
plot(forecast(fit, h=20))
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