# forecast

From forecast v2.06
by Rob Hyndman

##### Forecasting time series

`forecast`

is a generic function for forecasting from time series or time series models.
The function invokes particular *methods* which depend on the class of the first argument.
For example, the function `forecast.Arima`

makes forecasts based on the results produced by `arima`

.
The function `forecast.ts`

makes forecasts using exponential smoothing state space models.

- Keywords
- ts

##### Usage

```
forecast(object,...)
## S3 method for class 'ts':
forecast(object, h, level=c(80,95), fan=FALSE, ...)
```

##### Arguments

- object
- a time series or time series model for which forecasts are required
- h
- Number of periods for forecasting
- level
- Confidence level for prediction intervals.
- fan
- If TRUE, level is set to seq(50,99,by=1). This is suitable for fan plots.
- ...
- Additional arguments affecting the forecasts produced.
`forecast.ts`

passes these to`forecast.ets`

##### Details

The default behaviour is to use a model estimated using `ets`

.

##### Value

- An object of class "
`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 various useful features of the value returned by`forecast$model`

. An object of class`"forecast"`

is a list containing at least the following elements: model A list containing information about the fitted model method The name of the forecasting method as a character string mean Point forecasts as a time series lower Lower limits for prediction intervals upper Upper limits for prediction intervals level The confidence values associated with the prediction intervals x The original time series (either `object`

itself or the time series used to create the model stored as`object`

).residuals Residuals from the fitted model. That is x minus fitted values. fitted Fitted values (one-step forecasts)

##### See Also

Other functions which return objects of class `"forecast"`

are
`forecast.ets`

, `forecast.Arima`

, `forecast.HoltWinters`

, `forecast.StructTS`

,
`meanf`

, `rwf`

, `splinef`

, `thetaf`

, `croston`

, `ses`

, `holt`

,
`hw`

.

*Documentation reproduced from package forecast, version 2.06, License: GPL (>= 2)*

### Community examples

Looks like there are no examples yet.