fable (version 0.3.2)

forecast.TSLM: Forecast a model from the fable package

Description

Produces forecasts from a trained model.

Usage

# S3 method for TSLM
forecast(
  object,
  new_data,
  specials = NULL,
  bootstrap = FALSE,
  approx_normal = TRUE,
  times = 5000,
  ...
)

Value

A list of forecasts.

Arguments

object

The time series model used to produce the forecasts

new_data

A tsibble containing future information used to forecast.

specials

(passed by fabletools::forecast.mdl_df()).

bootstrap

If TRUE, then forecast distributions are computed using simulation with resampled errors.

approx_normal

Should the resulting forecast distributions be approximated as a Normal distribution instead of a Student's T distribution. Returning Normal distributions (the default) is a useful approximation to make it easier for using TSLM models in model combinations or reconciliation processes.

times

The number of sample paths to use in estimating the forecast distribution when bootstrap = TRUE.

...

Additional arguments for forecast model methods.

Examples

as_tsibble(USAccDeaths) %>%
  model(lm = TSLM(log(value) ~ trend() + season())) %>%
  forecast()