forecast(object, lead = 1, id = NULL, alpha = 0.05, output = TRUE)
leadrows and five columns. Each column represents the number of steps ahead (
Lead), the predicted values (
Forecast), the standard errors (
S.E) and the 100*(1 - $\alpha$)% lower bound (
Lower) and upper bound (
Upper) of confidence interval.
statspackage, but has a nice output including 100*(1 - $\alpha$)% confidence interval and a prediction plot. It is similar to FORECAST statement in PROC ARIMA of SAS.
x <- arima.sim(list(order = c(3,0,0),ar = c(0.2,0.4,-0.15)),n = 100) fit <- estimate(x,p = 3) # same as fit <- arima(x,order = c(3,0,0)) forecast(fit,lead = 4) # forecast with id t <- as.Date("2014-03-25") + 1:100 forecast(fit,lead = 4, id = t)