forecast.lm
is used to predict linear models, especially those involving trend and seasonality components.## S3 method for class 'lm':
forecast(object, newdata, level=c(80,95), fan=FALSE, h=10,
lambda=object$lambda, ...)
h
forecasts are produced.newdata
present.predict.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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