# forecast.stl

From forecast v2.19
by Rob Hyndman

##### Forecasting using stl objects

Returns forecasts obtained by either ETS or ARIMA models applied to the seasonally adjusted data from an STL decomposition.

- Keywords
- ts

##### Usage

```
## S3 method for class 'stl':
forecast(object, method=c("ets","arima"),
h = frequency(object$time.series)*2, level = c(80, 95), fan = FALSE, ...)
stlf(x, h=frequency(x)*2, s.window=7, method=c("ets","arima"), level = c(80, 95), fan = FALSE, ...)
```

##### Arguments

- object
- An object of class "
`stl`

". Usually the result of a call to`stl`

. - x
- A univariate numeric time series of class "
`ts`

" - s.window
- Either the character string "periodic" (default) or the span (in lags) of the loess window for seasonal extraction.
- method
- Method to use for forecasting the seasonally adjusted series.
- 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.
- ...
- Other arguments passed to
`ets()`

or`auto.arima()`

.

##### Details

`forecast.stl`

seasonally adjusts the data from an STL decomposition, then uses either ETS or ARIMA models to forecast the result. The seasonal component from the last year of data is added back in to the forecasts. Note that the prediction intervals ignore the uncertainty associated with the seasonal component.
`stlf`

takes a `ts`

argument and applies a stl decomposition before calling `forecast.stl`

.

##### 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 useful features of the value returned by`forecast.stl`

. 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

##### Examples

```
fit <- stl(USAccDeaths,s.window="periodic")
plot(forecast(fit))
plot(snaive(wineind))
```

*Documentation reproduced from package forecast, version 2.19, License: GPL (>= 2)*

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